-39.6%
PINS vs IRE
-84.4%
+44.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +14.0% | -16.1% | -2.0% |
| 7D | -12.0% | +54.8% | -66.8% | -11.5% |
| 30D | -12.7% | +18.4% | -31.1% | -12.3% |
| 3M | -5.5% | -66.7% | +61.2% | -5.9% |
| 6M | +5.3% | -52.3% | +57.6% | +5.9% |
| YTD | -21.2% | -52.3% | +31.1% | -19.5% |
| All | -39.6% | -84.4% | +44.9% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling