-17.5%
PINS vs NOC
+110.0%
-127.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -5.2% | -2.7% | -2.5% | -4.9% |
| 30D | -14.9% | -8.9% | -6.1% | -13.8% |
| 3M | -8.4% | -3.7% | -4.7% | -8.0% |
| 6M | +0.6% | -30.8% | +31.5% | +6.0% |
| YTD | -22.2% | -7.9% | -14.3% | -22.2% |
| 1Y | -46.9% | -9.4% | -37.5% | -46.8% |
| 3Y | -26.9% | +29.0% | -55.9% | -33.1% |
| 5Y | -63.0% | +56.1% | -119.0% | -69.5% |
| All | -17.5% | +110.0% | -127.4% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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