-21.9%
PINS vs EXEL
+236.5%
-258.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.2% |
| 7D | -6.2% | +2.3% | -8.5% | -6.7% |
| 30D | -10.9% | +19.8% | -30.8% | -14.9% |
| 3M | -19.5% | +32.7% | -52.2% | -25.2% |
| 6M | -10.4% | +49.0% | -59.4% | -19.4% |
| YTD | -26.4% | +63.7% | -90.1% | -36.1% |
| 1Y | -29.6% | +75.8% | -105.4% | -40.2% |
| 3Y | -39.0% | +241.3% | -280.3% | -60.8% |
| 5Y | -59.1% | +289.0% | -348.2% | -75.4% |
| All | -21.9% | +236.5% | -258.4% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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