-22.3%
PINS vs NOC
+112.6%
-134.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.1% | -4.2% |
| 7D | -2.1% | -5.8% | +3.8% | -1.3% |
| 30D | -6.6% | +10.9% | -17.5% | -8.2% |
| 3M | -18.7% | -7.1% | -11.6% | -18.0% |
| 6M | -10.4% | -5.3% | -5.1% | -10.0% |
| YTD | -26.8% | -6.8% | -20.0% | -27.0% |
| 1Y | -27.9% | -6.7% | -21.1% | -28.1% |
| 3Y | -38.7% | +17.2% | -55.9% | -42.3% |
| 5Y | -59.0% | +56.3% | -115.2% | -66.1% |
| All | -22.3% | +112.6% | -134.9% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling