-21.9%
PINS vs M
+35.4%
-57.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.1% | -7.6% | -1.2% |
| 7D | -6.2% | +2.5% | -8.7% | -6.7% |
| 30D | -10.9% | +10.1% | -21.0% | -12.8% |
| 3M | -19.5% | -0.9% | -18.6% | -19.6% |
| 6M | -10.4% | +30.2% | -40.6% | -15.8% |
| YTD | -26.4% | +16.3% | -42.7% | -29.6% |
| 1Y | -29.6% | +27.0% | -56.6% | -34.2% |
| 3Y | -39.0% | +154.5% | -193.5% | -53.4% |
| 5Y | -59.1% | -1.1% | -58.1% | -63.6% |
| All | -21.9% | +35.4% | -57.3% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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