-66.8%
PINS vs QSR
+43.4%
-110.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.6% | -7.6% | -8.4% |
| 7D | -13.9% | -2.4% | -11.5% | -12.8% |
| 30D | -25.0% | +5.7% | -30.7% | -27.1% |
| 3M | -16.6% | +6.9% | -23.5% | -19.7% |
| 6M | -7.0% | +6.9% | -13.8% | -10.8% |
| YTD | -29.4% | +14.9% | -44.3% | -35.1% |
| 1Y | -49.9% | +29.1% | -79.0% | -57.3% |
| 3Y | -33.6% | +26.1% | -59.8% | -47.8% |
| 5Y | -66.8% | +42.3% | -109.1% | -78.4% |
| All | -66.8% | +43.4% | -110.3% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 5y: compounded portfolio wealth divided by compounded QSR 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…
5y analysis · Full analysis span regression · 6 months rolling