-21.9%
PINS vs BP
+50.7%
-72.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -6.2% | -6.9% | +0.7% | -4.4% |
| 30D | -10.9% | -3.6% | -7.3% | -10.3% |
| 3M | -19.5% | +8.4% | -27.9% | -21.8% |
| 6M | -10.4% | +5.3% | -15.7% | -12.8% |
| YTD | -26.4% | +33.2% | -59.5% | -34.0% |
| 1Y | -29.6% | +28.2% | -57.8% | -36.2% |
| 3Y | -39.0% | +49.2% | -88.3% | -48.2% |
| 5Y | -59.1% | +102.9% | -162.0% | -69.6% |
| All | -21.9% | +50.7% | -72.6% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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