-25.1%
PINS vs QID
-97.2%
+72.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.5% | -9.7% | -8.9% |
| 7D | -13.9% | -1.9% | -11.9% | -14.9% |
| 30D | -25.0% | +1.7% | -26.7% | -24.1% |
| 3M | -16.6% | -3.9% | -12.7% | -17.9% |
| 6M | -7.0% | -30.0% | +23.0% | -24.9% |
| YTD | -29.4% | -28.2% | -1.2% | -41.6% |
| 1Y | -49.9% | -35.6% | -14.3% | -61.1% |
| 3Y | -33.6% | -74.3% | +40.6% | -68.2% |
| 5Y | -66.8% | -80.8% | +14.0% | -81.9% |
| All | -25.1% | -97.2% | +72.2% | -82.3% |
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