-21.2%
PINS vs IRM
+354.5%
-375.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.9% |
| 7D | -9.4% | -5.3% | -4.1% | -7.6% |
| 30D | -10.2% | -2.3% | -7.9% | -9.7% |
| 3M | -19.0% | -7.4% | -11.6% | -17.2% |
| 6M | -7.4% | -12.2% | +4.9% | -4.0% |
| YTD | -25.7% | +38.6% | -64.4% | -37.5% |
| 1Y | -29.7% | +14.9% | -44.6% | -36.0% |
| 3Y | -38.1% | +108.2% | -146.3% | -58.0% |
| 5Y | -57.3% | +183.8% | -241.1% | -74.7% |
| All | -21.2% | +354.5% | -375.6% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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