-43.8%
PINS vs IRE
-97.2%
+53.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +39.6% | -43.8% | -3.8% |
| 7D | -2.1% | -27.2% | +25.1% | -2.1% |
| 30D | -6.6% | -75.1% | +68.5% | -7.7% |
| 3M | -18.7% | -77.9% | +59.1% | -19.6% |
| 6M | -10.4% | -94.6% | +84.2% | -12.1% |
| YTD | -26.8% | -91.5% | +64.8% | -26.3% |
| 1Y | -27.9% | -97.8% | +70.0% | -34.3% |
| All | -43.8% | -97.2% | +53.4% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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