-69.1%
PINS vs PCOR
-10.3%
-58.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.0% |
| 7D | -2.1% | +22.7% | -24.8% | -12.1% |
| 30D | -6.6% | +37.5% | -44.1% | -20.7% |
| 3M | -18.7% | +35.2% | -53.9% | -30.8% |
| 6M | -10.4% | +42.2% | -52.6% | -26.5% |
| YTD | -26.8% | +3.6% | -30.3% | -31.6% |
| 1Y | -27.9% | -4.8% | -23.1% | -29.6% |
| 3Y | -38.7% | +48.3% | -87.0% | -56.3% |
| 5Y | -59.0% | -20.1% | -38.9% | -66.8% |
| All | -69.1% | -10.3% | -58.8% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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