-17.5%
PINS vs BAX
-62.1%
+44.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | -0.1% |
| 7D | -5.2% | -2.4% | -2.8% | -4.5% |
| 30D | -14.9% | -9.7% | -5.2% | -12.2% |
| 3M | -8.4% | +29.3% | -37.7% | -15.4% |
| 6M | +0.6% | +40.7% | -40.0% | -10.0% |
| YTD | -22.2% | +30.3% | -52.5% | -30.0% |
| 1Y | -46.9% | +3.4% | -50.3% | -48.6% |
| 3Y | -26.9% | -32.0% | +5.1% | -20.2% |
| 5Y | -63.0% | -66.9% | +3.9% | -45.0% |
| All | -17.5% | -62.1% | +44.7% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling