-13.0%
PINS vs IP
+20.4%
-33.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.7% |
| 7D | +1.4% | +3.4% | -2.0% | 0.0% |
| 30D | +5.8% | +11.2% | -5.4% | +1.4% |
| 3M | -17.0% | -14.8% | -2.3% | -12.2% |
| 6M | +1.8% | +17.3% | -15.5% | -5.9% |
| YTD | -18.0% | -6.2% | -11.9% | -19.0% |
| 1Y | -35.5% | +2.3% | -37.9% | -38.7% |
| 3Y | -31.4% | +17.7% | -49.1% | -41.6% |
| 5Y | -51.4% | -8.4% | -42.9% | -53.7% |
| All | -13.0% | +20.4% | -33.5% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling