-16.4%
PINS vs IJR
+104.9%
-121.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.5% |
| 7D | -12.0% | -0.2% | -11.9% | -11.9% |
| 30D | -12.7% | -2.4% | -10.3% | -10.6% |
| 3M | -5.5% | +3.9% | -9.4% | -9.1% |
| 6M | +5.3% | +12.4% | -7.1% | -6.4% |
| YTD | -21.2% | +21.5% | -42.7% | -35.3% |
| 1Y | -45.0% | +24.0% | -69.0% | -56.0% |
| 3Y | -26.2% | +49.7% | -75.9% | -52.2% |
| 5Y | -64.0% | +39.7% | -103.6% | -74.2% |
| All | -16.4% | +104.9% | -121.3% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling