-18.9%
PINS vs IR
+221.2%
-240.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.8% | -4.0% | -5.4% |
| 7D | -0.7% | +2.3% | -3.0% | -1.7% |
| 30D | -1.2% | +3.3% | -4.5% | -3.1% |
| 3M | -15.3% | -9.0% | -6.2% | -11.7% |
| 6M | -11.2% | +8.0% | -19.2% | -16.0% |
| YTD | -23.6% | +3.4% | -27.0% | -28.7% |
| 1Y | -23.1% | +4.5% | -27.6% | -28.9% |
| 3Y | -36.0% | +25.6% | -61.6% | -48.7% |
| 5Y | -57.2% | +43.8% | -101.0% | -69.1% |
| All | -18.9% | +221.2% | -240.1% | -69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling