-21.9%
PINS vs NSC
+90.9%
-112.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.5% |
| 7D | -6.2% | -5.4% | -0.8% | -3.2% |
| 30D | -10.9% | +2.9% | -13.9% | -12.4% |
| 3M | -19.5% | -2.2% | -17.4% | -18.7% |
| 6M | -10.4% | +5.3% | -15.7% | -13.8% |
| YTD | -26.4% | +14.8% | -41.1% | -33.5% |
| 1Y | -29.6% | +16.6% | -46.2% | -37.1% |
| 3Y | -39.0% | +78.6% | -117.6% | -59.3% |
| 5Y | -59.1% | +27.2% | -86.3% | -66.9% |
| All | -21.9% | +90.9% | -112.7% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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