-21.5%
PINS vs IJR
+99.0%
-120.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.0% | +2.2% | -1.2% | -1.1% |
| 30D | -12.0% | +3.8% | -15.8% | -15.1% |
| 3M | -17.9% | -5.7% | -12.1% | -13.0% |
| 6M | -1.0% | +4.6% | -5.7% | -5.3% |
| YTD | -26.0% | +18.0% | -44.0% | -37.5% |
| 1Y | -28.5% | +21.8% | -50.3% | -41.5% |
| 3Y | -39.2% | +61.1% | -100.3% | -63.4% |
| 5Y | -58.3% | +27.3% | -85.7% | -67.7% |
| All | -21.5% | +99.0% | -120.5% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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