-22.3%
PINS vs IWD
+137.2%
-159.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.7% |
| 7D | -2.1% | -0.5% | -1.6% | -1.3% |
| 30D | -6.6% | +2.7% | -9.3% | -9.4% |
| 3M | -18.7% | +0.9% | -19.6% | -19.3% |
| 6M | -10.4% | +10.5% | -20.9% | -20.9% |
| YTD | -26.8% | +23.7% | -50.5% | -44.3% |
| 1Y | -27.9% | +28.7% | -56.6% | -47.8% |
| 3Y | -38.7% | +79.7% | -118.4% | -70.9% |
| 5Y | -59.0% | +69.7% | -128.7% | -78.4% |
| All | -22.3% | +137.2% | -159.5% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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