-11.9%
PINS vs BOXX
+18.4%
-30.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | -14.9% | +0.3% | -15.3% | -14.4% |
| 3M | -8.4% | +1.0% | -9.4% | -6.5% |
| 6M | +0.6% | +1.9% | -1.3% | +5.2% |
| YTD | -22.2% | +2.6% | -24.8% | -17.7% |
| 1Y | -46.9% | +4.0% | -51.0% | -43.9% |
| 3Y | -26.9% | +14.6% | -41.5% | -12.3% |
| All | -11.9% | +18.4% | -30.3% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling