-39.0%
PINS vs REPL
+91.4%
-130.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.4% | +0.5% |
| 7D | -6.2% | +14.2% | -20.4% | -6.2% |
| 30D | -10.9% | +65.9% | -76.8% | -11.2% |
| 3M | -19.5% | +84.6% | -104.1% | -19.8% |
| 6M | -10.4% | +446.9% | -457.3% | -12.4% |
| YTD | -26.4% | +129.0% | -155.4% | -27.6% |
| 1Y | -29.6% | +167.9% | -197.5% | -31.1% |
| 3Y | -39.0% | +93.9% | -132.9% | -45.0% |
| All | -39.0% | +91.4% | -130.4% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling