-45.6%
PINS vs QS
-53.6%
+8.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.2% | -0.3% |
| 7D | -6.2% | +13.7% | -19.8% | -7.7% |
| 30D | -10.9% | -0.2% | -10.7% | -11.1% |
| 3M | -19.5% | -24.8% | +5.3% | -16.8% |
| 6M | -10.4% | -39.4% | +29.0% | -5.8% |
| YTD | -26.4% | -56.1% | +29.8% | -20.1% |
| 1Y | -29.6% | -72.5% | +42.9% | -19.3% |
| 3Y | -39.0% | -16.3% | -22.7% | -45.9% |
| 5Y | -59.1% | -87.6% | +28.4% | -59.7% |
| All | -45.6% | -53.6% | +8.0% | -39.8% |
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