-63.4%
PINS vs NTAP
+128.6%
-192.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -12.0% | -0.8% | -11.3% | -11.8% |
| 30D | -12.7% | -0.5% | -12.1% | -12.7% |
| 3M | -5.5% | +4.1% | -9.6% | -7.8% |
| 6M | +5.3% | +88.0% | -82.7% | -24.1% |
| YTD | -21.2% | +75.6% | -96.8% | -41.8% |
| 1Y | -45.0% | +58.9% | -104.0% | -57.4% |
| 3Y | -26.2% | +153.6% | -179.8% | -61.4% |
| All | -63.4% | +128.6% | -192.0% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling