-21.6%
PINS vs LEN
+85.1%
-106.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.8% |
| 7D | -3.4% | -8.7% | +5.4% | +0.3% |
| 30D | -14.5% | +11.6% | -26.1% | -18.8% |
| 3M | -16.5% | -1.3% | -15.2% | -17.1% |
| 6M | -7.0% | -1.4% | -5.6% | -8.4% |
| YTD | -26.1% | -16.9% | -9.3% | -23.4% |
| 1Y | -30.0% | -31.2% | +1.1% | -21.0% |
| 3Y | -38.5% | -25.6% | -12.9% | -37.7% |
| 5Y | -58.4% | -13.3% | -45.1% | -62.7% |
| All | -21.6% | +85.1% | -106.8% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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