-21.5%
PINS vs EXEL
+223.6%
-245.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +1.0% | -0.8% | +1.8% | +1.2% |
| 30D | -12.0% | +13.1% | -25.1% | -14.6% |
| 3M | -17.9% | +36.3% | -54.2% | -24.2% |
| 6M | -1.0% | +34.5% | -35.6% | -8.6% |
| YTD | -26.0% | +57.4% | -83.5% | -35.2% |
| 1Y | -28.5% | +62.9% | -91.4% | -38.0% |
| 3Y | -39.2% | +229.5% | -268.7% | -60.6% |
| 5Y | -58.3% | +281.2% | -339.5% | -74.8% |
| All | -21.5% | +223.6% | -245.2% | -57.4% |
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