-63.4%
PINS vs REPL
-54.3%
-9.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -2.1% |
| 7D | -12.0% | -3.0% | -9.1% | -11.9% |
| 30D | -12.7% | +27.1% | -39.8% | -13.4% |
| 3M | -5.5% | +52.4% | -57.9% | -8.2% |
| 6M | +5.3% | +107.4% | -102.2% | -3.9% |
| YTD | -21.2% | +54.7% | -75.9% | -26.8% |
| 1Y | -45.0% | +158.9% | -203.9% | -52.4% |
| 3Y | -26.2% | -23.7% | -2.5% | -36.1% |
| All | -63.4% | -54.3% | -9.1% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling