-21.5%
PINS vs INSM
+313.5%
-335.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.5% | -0.2% |
| 7D | +1.0% | +5.9% | -4.9% | +0.1% |
| 30D | -12.0% | +23.9% | -35.9% | -15.1% |
| 3M | -17.9% | -4.1% | -13.8% | -18.0% |
| 6M | -1.0% | +2.7% | -3.7% | -3.4% |
| YTD | -26.0% | -30.4% | +4.4% | -24.0% |
| 1Y | -28.5% | -36.6% | +8.1% | -25.7% |
| 3Y | -39.2% | +406.9% | -446.1% | -60.8% |
| 5Y | -58.3% | +280.3% | -338.6% | -72.3% |
| All | -21.5% | +313.5% | -335.0% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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