-22.3%
PINS vs IR
+236.9%
-259.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | -6.9% | +1.5% | -8.5% | -7.7% |
| 30D | -11.4% | +9.0% | -20.5% | -15.5% |
| 3M | -22.2% | -0.9% | -21.4% | -22.3% |
| 6M | -10.9% | +13.4% | -24.3% | -17.7% |
| YTD | -26.8% | +8.5% | -35.3% | -33.3% |
| 1Y | -29.8% | +11.3% | -41.1% | -37.2% |
| 3Y | -39.0% | +26.0% | -65.0% | -51.0% |
| 5Y | -58.7% | +47.9% | -106.5% | -70.6% |
| All | -22.3% | +236.9% | -259.2% | -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