-21.2%
PINS vs NVS
+169.7%
-190.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.3% |
| 7D | -9.4% | -2.8% | -6.6% | -8.2% |
| 30D | -10.2% | +11.5% | -21.7% | -14.6% |
| 3M | -19.0% | +3.7% | -22.7% | -21.2% |
| 6M | -7.4% | +10.4% | -17.8% | -13.1% |
| YTD | -25.7% | +19.8% | -45.5% | -34.6% |
| 1Y | -29.7% | +26.6% | -56.3% | -40.1% |
| 3Y | -38.1% | +90.1% | -128.2% | -61.4% |
| 5Y | -57.3% | +133.4% | -190.6% | -78.3% |
| All | -21.2% | +169.7% | -190.9% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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