-69.8%
PINS vs NVTS
-32.9%
-36.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.4% |
| 7D | -6.9% | +9.6% | -16.5% | -7.9% |
| 30D | -11.4% | -13.0% | +1.5% | -10.7% |
| 3M | -22.2% | -28.8% | +6.5% | -20.3% |
| 6M | -10.9% | -48.5% | +37.6% | -8.5% |
| YTD | -26.8% | +31.4% | -58.2% | -34.3% |
| 1Y | -29.8% | -2.3% | -27.5% | -35.1% |
| 3Y | -39.0% | +49.8% | -88.8% | -52.2% |
| 5Y | -58.7% | -43.2% | -15.5% | -67.3% |
| All | -69.8% | -32.9% | -36.9% | -78.2% |
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