-21.9%
PINS vs PTC
+102.9%
-124.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -6.2% | +0.8% | -7.0% | -6.6% |
| 30D | -10.9% | +0.7% | -11.7% | -11.4% |
| 3M | -19.5% | +32.6% | -52.1% | -35.8% |
| 6M | -10.4% | +33.6% | -44.0% | -29.9% |
| YTD | -26.4% | +12.4% | -38.8% | -35.6% |
| 1Y | -29.6% | +11.2% | -40.9% | -38.0% |
| 3Y | -39.0% | +31.7% | -70.7% | -55.4% |
| 5Y | -59.1% | +60.1% | -119.2% | -74.3% |
| All | -21.9% | +102.9% | -124.8% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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