-16.4%
PINS vs NOC
+108.5%
-124.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.4% | -1.8% |
| 7D | -12.0% | -5.2% | -6.9% | -11.4% |
| 30D | -12.7% | -7.2% | -5.5% | -11.7% |
| 3M | -5.5% | -5.1% | -0.4% | -4.9% |
| 6M | +5.3% | -31.1% | +36.3% | +10.9% |
| YTD | -21.2% | -8.6% | -12.6% | -21.1% |
| 1Y | -45.0% | -9.7% | -35.3% | -44.9% |
| 3Y | -26.2% | +24.3% | -50.5% | -31.9% |
| 5Y | -64.0% | +52.6% | -116.6% | -70.1% |
| All | -16.4% | +108.5% | -124.9% | -41.8% |
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