-22.3%
PINS vs NWSA
+126.3%
-148.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.0% |
| 7D | -2.1% | -9.4% | +7.3% | +4.0% |
| 30D | -6.6% | -7.8% | +1.1% | -1.9% |
| 3M | -18.7% | -10.8% | -8.0% | -13.0% |
| 6M | -10.4% | +1.1% | -11.5% | -11.7% |
| YTD | -26.8% | +1.8% | -28.6% | -28.5% |
| 1Y | -27.9% | +6.0% | -33.9% | -31.5% |
| 3Y | -38.7% | +24.6% | -63.3% | -47.9% |
| 5Y | -59.0% | +13.1% | -72.1% | -64.1% |
| All | -22.3% | +126.3% | -148.6% | -57.0% |
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