-69.5%
PINS vs NVTS
-31.6%
-37.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.1% | +4.5% | -0.1% |
| 7D | -3.4% | +21.6% | -25.0% | -5.4% |
| 30D | -14.5% | -8.5% | -6.0% | -14.2% |
| 3M | -16.5% | -31.4% | +14.9% | -14.1% |
| 6M | -7.0% | -50.3% | +43.3% | -3.7% |
| YTD | -26.1% | +33.9% | -60.0% | -33.8% |
| 1Y | -30.0% | +10.6% | -40.7% | -36.1% |
| 3Y | -38.5% | +52.7% | -91.2% | -51.9% |
| 5Y | -58.4% | -48.5% | -9.9% | -65.8% |
| All | -69.5% | -31.6% | -37.9% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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