-18.9%
PINS vs BURL
+53.0%
-71.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.9% | -3.8% | -5.7% |
| 7D | -0.7% | +3.5% | -4.1% | -1.8% |
| 30D | -1.2% | -9.3% | +8.1% | +2.3% |
| 3M | -15.3% | -32.1% | +16.8% | -3.0% |
| 6M | -11.2% | -19.8% | +8.6% | -5.5% |
| YTD | -23.6% | -13.2% | -10.4% | -21.7% |
| 1Y | -23.1% | -7.8% | -15.3% | -23.9% |
| 3Y | -36.0% | +89.3% | -125.4% | -54.9% |
| 5Y | -57.2% | -15.8% | -41.4% | -60.1% |
| All | -18.9% | +53.0% | -71.9% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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