-16.4%
PINS vs IP
+25.8%
-42.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -3.0% |
| 7D | -12.0% | -5.3% | -6.8% | -10.2% |
| 30D | -12.7% | -10.9% | -1.8% | -8.9% |
| 3M | -5.5% | +11.2% | -16.7% | -10.3% |
| 6M | +5.3% | -10.2% | +15.5% | +7.6% |
| YTD | -21.2% | -2.0% | -19.2% | -23.2% |
| 1Y | -45.0% | -19.1% | -25.9% | -42.2% |
| 3Y | -26.2% | +20.9% | -47.1% | -37.6% |
| 5Y | -64.0% | -17.8% | -46.1% | -63.9% |
| All | -16.4% | +25.8% | -42.2% | -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 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