-16.7%
PINS vs BOXX
+18.5%
-35.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.5% |
| 7D | -6.6% | +0.1% | -6.7% | -6.5% |
| 30D | -16.8% | +0.3% | -17.1% | -16.3% |
| 3M | -11.4% | +1.0% | -12.4% | -9.5% |
| 6M | -1.7% | +1.9% | -3.6% | +2.7% |
| YTD | -26.4% | +2.7% | -29.1% | -22.1% |
| 1Y | -45.5% | +4.0% | -49.5% | -42.3% |
| 3Y | -31.7% | +14.7% | -46.4% | -18.1% |
| All | -16.7% | +18.5% | -35.1% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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