-21.5%
PINS vs BP
+56.2%
-77.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | +1.0% | +3.8% | -2.8% | 0.0% |
| 30D | -12.0% | -5.3% | -6.7% | -11.0% |
| 3M | -17.9% | +9.3% | -27.1% | -20.4% |
| 6M | -1.0% | +7.2% | -8.3% | -4.1% |
| YTD | -26.0% | +38.0% | -64.1% | -34.4% |
| 1Y | -28.5% | +33.2% | -61.7% | -35.8% |
| 3Y | -39.2% | +50.3% | -89.5% | -48.3% |
| 5Y | -58.3% | +114.1% | -172.4% | -69.5% |
| All | -21.5% | +56.2% | -77.7% | -46.2% |
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