-21.9%
PINS vs QID
-97.0%
+75.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.8% | +7.4% | -3.8% |
| 7D | -6.2% | -0.8% | -5.4% | -5.9% |
| 30D | -10.9% | +20.1% | -31.0% | +1.2% |
| 3M | -19.5% | +11.8% | -31.3% | -12.3% |
| 6M | -10.4% | +5.5% | -15.9% | -4.8% |
| YTD | -26.4% | -21.5% | -4.8% | -34.6% |
| 1Y | -29.6% | -22.6% | -7.0% | -37.8% |
| 3Y | -39.0% | -72.3% | +33.3% | -69.3% |
| 5Y | -59.1% | -76.9% | +17.8% | -74.5% |
| All | -21.9% | -97.0% | +75.1% | -80.2% |
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