-22.3%
PINS vs IP
+18.7%
-41.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -6.9% | 0.0% | -7.0% | -6.9% |
| 30D | -11.4% | +9.4% | -20.8% | -14.5% |
| 3M | -22.2% | -14.1% | -8.2% | -17.9% |
| 6M | -10.9% | +9.2% | -20.1% | -15.2% |
| YTD | -26.8% | -7.5% | -19.3% | -27.2% |
| 1Y | -29.8% | -2.8% | -27.0% | -31.9% |
| 3Y | -39.0% | +21.2% | -60.2% | -48.9% |
| 5Y | -58.7% | -11.5% | -47.2% | -60.1% |
| All | -22.3% | +18.7% | -41.0% | -41.1% |
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