-41.7%
PINS vs QS
-44.4%
+2.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.2% |
| 7D | -12.0% | -2.3% | -9.7% | -11.8% |
| 30D | -12.7% | -0.7% | -11.9% | -12.7% |
| 3M | -5.5% | -39.6% | +34.1% | -0.2% |
| 6M | +5.3% | -21.7% | +27.0% | +7.0% |
| YTD | -21.2% | -47.4% | +26.2% | -16.3% |
| 1Y | -45.0% | -28.4% | -16.7% | -45.4% |
| 3Y | -26.2% | -22.6% | -3.6% | -33.6% |
| 5Y | -64.0% | -75.6% | +11.6% | -65.5% |
| All | -41.7% | -44.4% | +2.6% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling