-21.9%
PINS vs EXR
+113.5%
-135.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -6.2% | +2.7% | -8.8% | -7.1% |
| 30D | -10.9% | +18.9% | -29.9% | -16.9% |
| 3M | -19.5% | +8.4% | -27.9% | -22.0% |
| 6M | -10.4% | +14.3% | -24.7% | -15.3% |
| YTD | -26.4% | +27.2% | -53.6% | -34.1% |
| 1Y | -29.6% | +25.9% | -55.6% | -36.8% |
| 3Y | -39.0% | +54.6% | -93.7% | -52.3% |
| 5Y | -59.1% | -0.6% | -58.5% | -61.5% |
| All | -21.9% | +113.5% | -135.4% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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