-17.5%
PINS vs NWSA
+154.8%
-172.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.1% |
| 7D | -5.2% | -2.6% | -2.6% | -3.6% |
| 30D | -14.9% | +4.6% | -19.5% | -17.4% |
| 3M | -8.4% | +10.2% | -18.6% | -14.3% |
| 6M | +0.6% | +21.6% | -21.0% | -11.8% |
| YTD | -22.2% | +14.6% | -36.9% | -29.4% |
| 1Y | -46.9% | +0.4% | -47.3% | -47.6% |
| 3Y | -26.9% | +45.0% | -71.9% | -43.5% |
| 5Y | -63.0% | +41.3% | -104.3% | -71.4% |
| All | -17.5% | +154.8% | -172.3% | -57.5% |
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