-16.4%
PINS vs NWSA
+159.7%
-176.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.3% | -1.0% |
| 7D | -12.0% | -1.9% | -10.2% | -10.9% |
| 30D | -12.7% | +4.6% | -17.2% | -15.3% |
| 3M | -5.5% | +13.2% | -18.7% | -13.1% |
| 6M | +5.3% | +27.0% | -21.7% | -10.3% |
| YTD | -21.2% | +16.8% | -38.0% | -29.3% |
| 1Y | -45.0% | +4.5% | -49.6% | -47.1% |
| 3Y | -26.2% | +46.2% | -72.4% | -43.3% |
| 5Y | -64.0% | +40.9% | -104.9% | -72.2% |
| All | -16.4% | +159.7% | -176.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling