-21.9%
PINS vs IRM
+348.1%
-370.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.5% | -1.0% |
| 7D | -6.2% | -3.8% | -2.4% | -4.9% |
| 30D | -10.9% | -3.2% | -7.7% | -10.1% |
| 3M | -19.5% | -7.8% | -11.7% | -17.6% |
| 6M | -10.4% | -12.7% | +2.3% | -7.0% |
| YTD | -26.4% | +36.7% | -63.1% | -37.7% |
| 1Y | -29.6% | +10.0% | -39.7% | -34.8% |
| 3Y | -39.0% | +107.2% | -146.3% | -58.6% |
| 5Y | -59.1% | +181.6% | -240.7% | -75.7% |
| All | -21.9% | +348.1% | -370.0% | -68.1% |
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