-17.5%
PINS vs NTRS
+149.0%
-166.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.3% | -0.8% |
| 7D | -5.2% | +1.7% | -6.9% | -6.0% |
| 30D | -14.9% | +0.1% | -15.1% | -15.1% |
| 3M | -8.4% | +9.8% | -18.3% | -13.1% |
| 6M | +0.6% | +34.7% | -34.0% | -14.5% |
| YTD | -22.2% | +37.4% | -59.6% | -34.9% |
| 1Y | -46.9% | +48.2% | -95.1% | -57.4% |
| 3Y | -26.9% | +163.5% | -190.4% | -57.4% |
| 5Y | -63.0% | +88.2% | -151.2% | -74.6% |
| All | -17.5% | +149.0% | -166.4% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling