-58.7%
PINS vs REPL
-29.4%
-29.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.6% | -5.2% | -0.7% |
| 7D | -6.9% | +12.7% | -19.7% | -7.3% |
| 30D | -11.4% | +73.5% | -84.9% | -13.1% |
| 3M | -22.2% | +70.3% | -92.5% | -23.7% |
| 6M | -10.9% | +472.0% | -482.9% | -19.6% |
| YTD | -26.8% | +139.5% | -166.3% | -33.0% |
| 1Y | -29.8% | +167.3% | -197.1% | -36.3% |
| 3Y | -39.0% | +109.5% | -148.5% | -56.1% |
| 5Y | -58.7% | -29.9% | -28.8% | -66.0% |
| All | -58.7% | -29.4% | -29.2% | -66.0% |
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 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