-22.3%
PINS vs TAP
-16.3%
-6.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.5% | +0.3% | -3.4% |
| 7D | -2.1% | +0.5% | -2.6% | -2.1% |
| 30D | -6.6% | +9.1% | -15.8% | -8.0% |
| 3M | -18.7% | -3.8% | -14.9% | -18.2% |
| 6M | -10.4% | -3.4% | -7.0% | -10.0% |
| YTD | -26.8% | -10.6% | -16.1% | -25.7% |
| 1Y | -27.9% | -4.4% | -23.5% | -27.7% |
| 3Y | -38.7% | -24.4% | -14.3% | -36.7% |
| 5Y | -59.0% | +2.1% | -61.1% | -61.2% |
| All | -22.3% | -16.3% | -6.0% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling