-16.4%
PINS vs INDA
+52.1%
-68.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.1% |
| 7D | -12.0% | +0.7% | -12.7% | -12.6% |
| 30D | -12.7% | -0.8% | -11.9% | -12.1% |
| 3M | -5.5% | +3.9% | -9.4% | -8.6% |
| 6M | +5.3% | -0.7% | +6.0% | +5.4% |
| YTD | -21.2% | -7.7% | -13.5% | -16.1% |
| 1Y | -45.0% | -5.1% | -39.9% | -43.1% |
| 3Y | -26.2% | +13.6% | -39.9% | -35.3% |
| 5Y | -64.0% | +7.8% | -71.8% | -66.6% |
| All | -16.4% | +52.1% | -68.5% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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