-21.9%
PINS vs IJR
+100.5%
-122.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +0.9% |
| 7D | -6.6% | -2.2% | -4.5% | -4.6% |
| 30D | -16.8% | -4.6% | -12.2% | -12.9% |
| 3M | -11.4% | +0.2% | -11.6% | -11.6% |
| 6M | -1.7% | +14.7% | -16.4% | -14.1% |
| YTD | -26.4% | +18.9% | -45.3% | -38.3% |
| 1Y | -45.5% | +19.9% | -65.4% | -54.9% |
| 3Y | -31.7% | +53.0% | -84.8% | -56.7% |
| 5Y | -64.9% | +40.9% | -105.7% | -75.0% |
| All | -21.9% | +100.5% | -122.4% | -61.9% |
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