-42.5%
PINS vs QS
-43.2%
+0.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.5% |
| 7D | -5.2% | +2.2% | -7.4% | -5.5% |
| 30D | -14.9% | -8.1% | -6.9% | -14.2% |
| 3M | -8.4% | -27.0% | +18.6% | -5.4% |
| 6M | +0.6% | -16.4% | +17.1% | +1.5% |
| YTD | -22.2% | -46.4% | +24.1% | -17.6% |
| 1Y | -46.9% | -41.1% | -5.8% | -45.8% |
| 3Y | -26.9% | -18.6% | -8.3% | -34.7% |
| 5Y | -63.0% | -73.0% | +10.1% | -64.7% |
| All | -42.5% | -43.2% | +0.8% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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