-64.9%
PINS vs BROS
+10.8%
-75.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.6% | -6.1% | -1.0% |
| 7D | -6.2% | -17.9% | +11.8% | -2.3% |
| 30D | -10.9% | -5.4% | -5.6% | -10.2% |
| 3M | -19.5% | -32.1% | +12.6% | -12.8% |
| 6M | -10.4% | -31.7% | +21.3% | -4.2% |
| YTD | -26.4% | -41.2% | +14.8% | -19.5% |
| 1Y | -29.6% | -32.6% | +3.0% | -25.6% |
| 3Y | -39.0% | +32.7% | -71.7% | -48.5% |
| 5Y | -59.1% | -44.2% | -14.9% | -62.2% |
| All | -64.9% | +10.8% | -75.7% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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