-29.1%
PINS vs REPL
-22.6%
-6.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -2.2% |
| 7D | -12.0% | -3.0% | -9.1% | -12.0% |
| 30D | -12.7% | +27.1% | -39.8% | -12.8% |
| 3M | -5.5% | +52.4% | -57.9% | -5.7% |
| 6M | +5.3% | +107.4% | -102.2% | +3.1% |
| YTD | -21.2% | +54.7% | -75.9% | -22.3% |
| 1Y | -45.0% | +158.9% | -203.9% | -47.1% |
| All | -29.1% | -22.6% | -6.5% | -36.9% |
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 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