-21.5%
PINS vs REPL
+73.6%
-95.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +1.0% | +1.2% | -0.2% | +0.9% |
| 30D | -12.0% | +92.2% | -104.2% | -15.4% |
| 3M | -17.9% | +44.1% | -62.0% | -19.9% |
| 6M | -1.0% | +313.0% | -314.1% | -14.2% |
| YTD | -26.0% | +125.2% | -151.2% | -36.5% |
| 1Y | -28.5% | +143.8% | -172.2% | -39.1% |
| 3Y | -39.2% | +104.2% | -143.4% | -61.0% |
| 5Y | -58.3% | -34.5% | -23.8% | -68.1% |
| All | -21.5% | +73.6% | -95.1% | -57.1% |
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