-21.5%
PINS vs RUN
-47.7%
+26.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | +1.0% | -13.5% | +14.5% | +3.8% |
| 30D | -12.0% | +18.3% | -30.3% | -15.6% |
| 3M | -17.9% | -12.5% | -5.4% | -16.6% |
| 6M | -1.0% | -40.3% | +39.3% | +7.2% |
| YTD | -26.0% | -53.1% | +27.1% | -19.1% |
| 1Y | -28.5% | -54.3% | +25.8% | -21.7% |
| 3Y | -39.2% | -6.5% | -32.7% | -60.0% |
| 5Y | -58.3% | -85.3% | +27.0% | -57.1% |
| All | -21.5% | -47.7% | +26.1% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling