-21.9%
PINS vs NWSA
+127.8%
-149.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | -6.2% | -10.5% | +4.4% | +0.4% |
| 30D | -10.9% | -8.8% | -2.2% | -5.8% |
| 3M | -19.5% | -6.5% | -13.0% | -16.3% |
| 6M | -10.4% | -1.3% | -9.1% | -10.3% |
| YTD | -26.4% | +2.5% | -28.9% | -28.4% |
| 1Y | -29.6% | +0.2% | -29.8% | -30.6% |
| 3Y | -39.0% | +27.6% | -66.6% | -49.0% |
| 5Y | -59.1% | +17.0% | -76.1% | -64.8% |
| All | -21.9% | +127.8% | -149.7% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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