-16.4%
PINS vs NSC
+92.2%
-108.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | -12.0% | -5.5% | -6.5% | -9.2% |
| 30D | -12.7% | -3.2% | -9.5% | -11.2% |
| 3M | -5.5% | +7.7% | -13.2% | -10.0% |
| 6M | +5.3% | +4.5% | +0.7% | +1.2% |
| YTD | -21.2% | +15.6% | -36.8% | -29.0% |
| 1Y | -45.0% | +19.8% | -64.9% | -51.5% |
| 3Y | -26.2% | +70.1% | -96.3% | -49.2% |
| 5Y | -64.0% | +46.1% | -110.1% | -73.4% |
| All | -16.4% | +92.2% | -108.6% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling