-23.0%
PINS vs PNR
+64.3%
-87.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +3.5% |
| 7D | -9.9% | -5.5% | -4.4% | -7.0% |
| 30D | -20.9% | -15.6% | -5.4% | -13.1% |
| 3M | -13.7% | -20.2% | +6.5% | -4.2% |
| 6M | -3.0% | -36.6% | +33.6% | +22.2% |
| YTD | -27.5% | -45.0% | +17.5% | -1.3% |
| 1Y | -46.8% | -47.4% | +0.7% | -25.7% |
| 3Y | -31.8% | -13.7% | -18.1% | -32.8% |
| 5Y | -65.4% | -20.8% | -44.6% | -65.8% |
| All | -23.0% | +64.3% | -87.3% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PNR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling