-16.4%
PINS vs IEF
+5.0%
-21.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.2% |
| 7D | -12.0% | -0.3% | -11.7% | -12.1% |
| 30D | -12.7% | -0.8% | -11.9% | -12.8% |
| 3M | -5.5% | -1.0% | -4.5% | -5.8% |
| 6M | +5.3% | -2.8% | +8.0% | +4.4% |
| YTD | -21.2% | -1.5% | -19.7% | -21.6% |
| 1Y | -45.0% | -0.4% | -44.6% | -45.1% |
| 3Y | -26.2% | +9.7% | -35.9% | -24.8% |
| 5Y | -64.0% | -8.3% | -55.6% | -69.1% |
| All | -16.4% | +5.0% | -21.4% | +25.9% |
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