-68.8%
PINS vs PCOR
-8.1%
-60.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -3.4% | +2.2% | -5.5% | -4.4% |
| 30D | -14.5% | +37.4% | -52.0% | -27.4% |
| 3M | -16.5% | +33.2% | -49.7% | -28.4% |
| 6M | -7.0% | +60.6% | -67.6% | -28.1% |
| YTD | -26.1% | +6.2% | -32.3% | -31.9% |
| 1Y | -30.0% | -1.1% | -28.9% | -33.0% |
| 3Y | -38.5% | +48.4% | -86.9% | -55.9% |
| 5Y | -58.4% | -13.1% | -45.3% | -67.1% |
| All | -68.8% | -8.1% | -60.8% | -75.5% |
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