-22.3%
PINS vs IEF
+5.0%
-27.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | -2.1% | +0.1% | -2.2% | -2.0% |
| 30D | -6.6% | +3.1% | -9.7% | -6.0% |
| 3M | -18.7% | -0.5% | -18.3% | -18.8% |
| 6M | -10.4% | -1.6% | -8.8% | -10.8% |
| YTD | -26.8% | -1.6% | -25.2% | -27.1% |
| 1Y | -27.9% | -1.5% | -26.4% | -28.2% |
| 3Y | -38.7% | +12.4% | -51.1% | -37.2% |
| 5Y | -59.0% | -7.5% | -51.5% | -64.5% |
| All | -22.3% | +5.0% | -27.3% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 all: compounded portfolio wealth divided by compounded IEF 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…
all analysis · Full analysis span regression · 6 months rolling