+41.9%
PEP vs PINS
-16.7%
+58.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.7% | +6.9% | +0.6% |
| 7D | +6.7% | -0.7% | +7.3% | +6.7% |
| 30D | +13.5% | -1.2% | +14.7% | +13.5% |
| 3M | +3.9% | -15.3% | +19.2% | +4.8% |
| 6M | -6.0% | -11.2% | +5.2% | -5.7% |
| YTD | +2.5% | -23.6% | +26.0% | +3.4% |
| 1Y | +3.9% | -23.1% | +27.1% | +4.9% |
| 3Y | -4.7% | -36.0% | +31.4% | -4.5% |
| 5Y | +1.1% | -57.2% | +58.3% | +2.4% |
| All | +41.9% | -16.7% | +58.6% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PINS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling