-59.3%
PINS vs REPL
-35.6%
-23.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +8.0% | -12.2% | -4.4% |
| 7D | -2.1% | +22.8% | -24.8% | -2.7% |
| 30D | -6.6% | +63.8% | -70.4% | -8.3% |
| 3M | -18.7% | +68.1% | -86.8% | -20.3% |
| 6M | -10.4% | +528.5% | -538.9% | -19.9% |
| YTD | -26.8% | +122.4% | -149.2% | -32.8% |
| 1Y | -27.9% | +154.4% | -182.2% | -34.5% |
| 3Y | -38.7% | +68.0% | -106.7% | -53.9% |
| All | -59.3% | -35.6% | -23.7% | -66.7% |
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 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