-45.0%
PINS vs REPL
+161.1%
-206.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -2.2% |
| 7D | -12.0% | -3.0% | -9.1% | -12.1% |
| 30D | -12.7% | +27.1% | -39.8% | -12.4% |
| 3M | -5.5% | +52.4% | -57.9% | -4.5% |
| 6M | +5.3% | +107.4% | -102.2% | +6.1% |
| YTD | -21.2% | +54.7% | -75.9% | -20.1% |
| 1Y | -45.0% | +158.9% | -203.9% | -45.5% |
| All | -45.0% | +161.1% | -206.2% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling