-21.9%
PINS vs IR
+240.9%
-262.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | -1.7% |
| 7D | -6.2% | +5.0% | -11.2% | -8.4% |
| 30D | -10.9% | +10.3% | -21.3% | -15.5% |
| 3M | -19.5% | -0.1% | -19.4% | -19.9% |
| 6M | -10.4% | +14.8% | -25.1% | -17.7% |
| YTD | -26.4% | +9.7% | -36.1% | -33.3% |
| 1Y | -29.6% | +12.2% | -41.9% | -37.3% |
| 3Y | -39.0% | +30.0% | -69.0% | -51.8% |
| 5Y | -59.1% | +46.8% | -106.0% | -70.8% |
| All | -21.9% | +240.9% | -262.8% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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