-16.4%
PINS vs NVS
+169.2%
-185.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.3% |
| 7D | -12.0% | +4.0% | -16.0% | -13.8% |
| 30D | -12.7% | +3.6% | -16.3% | -14.3% |
| 3M | -5.5% | +7.8% | -13.3% | -9.4% |
| 6M | +5.3% | -0.2% | +5.4% | +4.4% |
| YTD | -21.2% | +19.6% | -40.8% | -30.0% |
| 1Y | -45.0% | +28.4% | -73.4% | -53.4% |
| 3Y | -26.2% | +76.2% | -102.4% | -51.0% |
| 5Y | -64.0% | +111.1% | -175.0% | -79.8% |
| All | -16.4% | +169.2% | -185.6% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling