-22.3%
PINS vs KEY
+75.8%
-98.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.0% |
| 7D | -2.1% | -1.3% | -0.8% | -1.5% |
| 30D | -6.6% | +5.1% | -11.8% | -8.4% |
| 3M | -18.7% | -7.1% | -11.6% | -16.4% |
| 6M | -10.4% | -4.4% | -6.0% | -9.2% |
| YTD | -26.8% | +4.0% | -30.8% | -28.3% |
| 1Y | -27.9% | +23.4% | -51.3% | -33.9% |
| 3Y | -38.7% | +113.9% | -152.6% | -55.0% |
| 5Y | -59.0% | +12.3% | -71.3% | -63.3% |
| All | -22.3% | +75.8% | -98.1% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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