-22.3%
PINS vs TAP
-17.0%
-5.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -6.9% | -4.5% | -2.4% | -6.1% |
| 30D | -11.4% | +7.5% | -18.9% | -12.5% |
| 3M | -22.2% | -4.9% | -17.4% | -21.6% |
| 6M | -10.9% | -3.5% | -7.4% | -10.5% |
| YTD | -26.8% | -11.4% | -15.4% | -25.7% |
| 1Y | -29.8% | -10.8% | -19.0% | -28.9% |
| 3Y | -39.0% | -24.5% | -14.5% | -37.0% |
| 5Y | -58.7% | +2.5% | -61.1% | -61.0% |
| All | -22.3% | -17.0% | -5.3% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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