-21.6%
PINS vs QID
-97.1%
+75.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.2% |
| 7D | -3.4% | -11.8% | +8.4% | -10.7% |
| 30D | -14.5% | +14.2% | -28.7% | -5.8% |
| 3M | -16.5% | +8.8% | -25.3% | -10.5% |
| 6M | -7.0% | +1.5% | -8.5% | -3.6% |
| YTD | -26.1% | -23.8% | -2.4% | -35.6% |
| 1Y | -30.0% | -22.0% | -8.0% | -37.7% |
| 3Y | -38.5% | -71.9% | +33.4% | -68.6% |
| 5Y | -58.4% | -77.6% | +19.2% | -74.5% |
| All | -21.6% | -97.1% | +75.4% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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