-22.3%
PINS vs QID
-96.8%
+74.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.5% | -1.7% | -5.8% |
| 7D | -2.1% | +9.4% | -11.5% | +4.3% |
| 30D | -6.6% | +31.2% | -37.9% | +12.2% |
| 3M | -18.7% | +17.4% | -36.2% | -8.8% |
| 6M | -10.4% | +8.4% | -18.8% | -3.4% |
| YTD | -26.8% | -15.8% | -11.0% | -32.1% |
| 1Y | -27.9% | -16.3% | -11.5% | -33.1% |
| 3Y | -38.7% | -70.4% | +31.7% | -67.9% |
| 5Y | -59.0% | -74.8% | +15.8% | -72.9% |
| All | -22.3% | -96.8% | +74.5% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling