-38.7%
PINS vs REPL
+48.4%
-87.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +8.0% | -12.2% | -4.2% |
| 7D | -2.1% | +22.8% | -24.8% | -2.2% |
| 30D | -6.6% | +63.8% | -70.4% | -6.9% |
| 3M | -18.7% | +68.1% | -86.8% | -19.0% |
| 6M | -10.4% | +528.5% | -538.9% | -12.8% |
| YTD | -26.8% | +122.4% | -149.2% | -28.0% |
| 1Y | -27.9% | +154.4% | -182.2% | -29.3% |
| 3Y | -38.7% | +68.0% | -106.7% | -44.1% |
| All | -38.7% | +48.4% | -87.1% | -44.1% |
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 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