-30.0%
PINS vs REPL
+142.3%
-172.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.6% |
| 7D | -3.4% | +9.8% | -13.2% | -3.2% |
| 30D | -14.5% | +81.5% | -96.0% | -13.4% |
| 3M | -16.5% | +44.2% | -60.7% | -15.8% |
| 6M | -7.0% | +437.4% | -444.4% | -2.7% |
| YTD | -26.1% | +126.1% | -152.3% | -22.9% |
| 1Y | -30.0% | +143.1% | -173.2% | -26.7% |
| All | -30.0% | +142.3% | -172.4% | -26.7% |
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