-21.9%
PINS vs NTRS
+154.8%
-176.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +0.9% |
| 7D | -6.6% | +1.4% | -8.0% | -7.2% |
| 30D | -16.8% | -0.7% | -16.2% | -16.6% |
| 3M | -11.4% | +11.3% | -22.7% | -16.4% |
| 6M | -1.7% | +35.5% | -37.2% | -16.7% |
| YTD | -26.4% | +40.6% | -67.0% | -39.1% |
| 1Y | -45.5% | +49.2% | -94.7% | -56.4% |
| 3Y | -31.7% | +167.2% | -199.0% | -60.5% |
| 5Y | -64.9% | +94.9% | -159.8% | -76.3% |
| All | -21.9% | +154.8% | -176.7% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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