-21.2%
PINS vs REPL
+72.7%
-93.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.4% | +7.9% | +1.8% |
| 7D | -9.4% | +5.3% | -14.6% | -9.7% |
| 30D | -10.2% | +66.6% | -76.9% | -13.0% |
| 3M | -19.0% | +59.6% | -78.6% | -21.5% |
| 6M | -7.4% | +482.4% | -489.7% | -22.4% |
| YTD | -25.7% | +124.1% | -149.8% | -36.2% |
| 1Y | -29.7% | +138.6% | -168.3% | -40.0% |
| 3Y | -38.1% | +96.0% | -134.1% | -60.0% |
| 5Y | -57.3% | -35.4% | -21.9% | -67.2% |
| All | -21.2% | +72.7% | -93.9% | -56.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling