-16.4%
PINS vs BND
+11.6%
-28.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -12.0% | -0.1% | -11.9% | -11.9% |
| 30D | -12.7% | -0.4% | -12.3% | -12.4% |
| 3M | -5.5% | -0.6% | -4.9% | -4.8% |
| 6M | +5.3% | -1.4% | +6.7% | +6.8% |
| YTD | -21.2% | -0.2% | -21.0% | -21.0% |
| 1Y | -45.0% | +1.3% | -46.3% | -45.6% |
| 3Y | -26.2% | +13.2% | -39.4% | -36.0% |
| 5Y | -64.0% | -1.6% | -62.4% | -62.8% |
| All | -16.4% | +11.6% | -28.0% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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