-21.2%
PINS vs NTAP
+186.4%
-207.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | 0.0% |
| 7D | -9.4% | -2.4% | -7.0% | -8.6% |
| 30D | -10.2% | -23.4% | +13.2% | -1.8% |
| 3M | -19.0% | -7.5% | -11.5% | -17.9% |
| 6M | -7.4% | +56.4% | -63.7% | -25.2% |
| YTD | -25.7% | +73.6% | -99.4% | -43.3% |
| 1Y | -29.7% | +68.4% | -98.1% | -45.6% |
| 3Y | -38.1% | +150.6% | -188.7% | -61.8% |
| 5Y | -57.3% | +122.5% | -179.7% | -72.9% |
| All | -21.2% | +186.4% | -207.6% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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