-18.9%
PINS vs IP
+15.7%
-34.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.0% | -2.8% | -5.2% |
| 7D | -0.7% | -5.0% | +4.3% | +1.3% |
| 30D | -1.2% | +6.5% | -7.7% | -3.7% |
| 3M | -15.3% | -18.0% | +2.8% | -8.9% |
| 6M | -11.2% | +10.3% | -21.5% | -15.9% |
| YTD | -23.6% | -9.9% | -13.7% | -23.3% |
| 1Y | -23.1% | -1.1% | -22.1% | -26.0% |
| 3Y | -36.0% | +13.0% | -49.0% | -44.7% |
| 5Y | -57.2% | -12.3% | -44.9% | -58.5% |
| All | -18.9% | +15.7% | -34.6% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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