-16.4%
PINS vs PSLV
+301.1%
-317.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | -12.0% | -0.6% | -11.4% | -11.9% |
| 30D | -12.7% | +7.3% | -19.9% | -14.0% |
| 3M | -5.5% | -7.4% | +1.9% | -4.5% |
| 6M | +5.3% | -20.3% | +25.5% | +8.8% |
| YTD | -21.2% | -8.2% | -13.0% | -25.3% |
| 1Y | -45.0% | +57.9% | -103.0% | -56.7% |
| 3Y | -26.2% | +162.1% | -188.3% | -52.4% |
| 5Y | -64.0% | +151.2% | -215.1% | -76.9% |
| All | -16.4% | +301.1% | -317.5% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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