-21.9%
PINS vs NYT
+111.1%
-133.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.2% |
| 7D | -6.6% | -0.6% | -6.0% | -6.2% |
| 30D | -16.8% | +4.6% | -21.4% | -18.8% |
| 3M | -11.4% | -9.6% | -1.8% | -6.4% |
| 6M | -1.7% | -14.0% | +12.3% | +5.8% |
| YTD | -26.4% | -2.8% | -23.6% | -26.2% |
| 1Y | -45.5% | +15.6% | -61.1% | -50.6% |
| 3Y | -31.7% | +56.3% | -88.1% | -50.3% |
| 5Y | -64.9% | +39.5% | -104.4% | -74.1% |
| All | -21.9% | +111.1% | -133.1% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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