-17.5%
PINS vs NSC
+91.3%
-108.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | -5.2% | -1.5% | -3.7% | -4.4% |
| 30D | -14.9% | -1.9% | -13.0% | -14.1% |
| 3M | -8.4% | +6.2% | -14.6% | -12.0% |
| 6M | +0.6% | +9.2% | -8.5% | -5.6% |
| YTD | -22.2% | +15.0% | -37.2% | -29.7% |
| 1Y | -46.9% | +21.1% | -68.0% | -53.5% |
| 3Y | -26.9% | +78.6% | -105.5% | -51.2% |
| 5Y | -63.0% | +45.9% | -108.9% | -72.7% |
| All | -17.5% | +91.3% | -108.8% | -56.9% |
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