-45.4%
PINS vs QS
-60.6%
+15.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.8% | +7.3% | +0.4% |
| 7D | -3.4% | -5.6% | +2.2% | -2.8% |
| 30D | -14.5% | -5.8% | -8.7% | -14.0% |
| 3M | -16.5% | -39.2% | +22.7% | -11.4% |
| 6M | -7.0% | -53.9% | +46.9% | +1.2% |
| YTD | -26.1% | -62.8% | +36.6% | -18.3% |
| 1Y | -30.0% | -73.5% | +43.5% | -19.3% |
| 3Y | -38.5% | -29.1% | -9.4% | -44.3% |
| 5Y | -58.4% | -90.0% | +31.6% | -58.1% |
| All | -45.4% | -60.6% | +15.2% | -38.4% |
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