-16.4%
PINS vs NTR
+89.1%
-105.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.7% |
| 7D | -12.0% | +8.1% | -20.1% | -14.3% |
| 30D | -12.7% | +18.8% | -31.4% | -17.5% |
| 3M | -5.5% | +16.2% | -21.7% | -10.4% |
| 6M | +5.3% | +9.8% | -4.5% | +0.8% |
| YTD | -21.2% | +30.9% | -52.1% | -29.6% |
| 1Y | -45.0% | +41.8% | -86.8% | -52.6% |
| 3Y | -26.2% | +35.8% | -62.0% | -37.0% |
| 5Y | -64.0% | +51.0% | -115.0% | -73.7% |
| All | -16.4% | +89.1% | -105.5% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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