-16.4%
PINS vs TAP
-16.0%
-0.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -12.0% | -2.3% | -9.7% | -11.7% |
| 30D | -12.7% | -2.1% | -10.5% | -12.3% |
| 3M | -5.5% | +6.6% | -12.1% | -6.5% |
| 6M | +5.3% | -11.5% | +16.8% | +7.1% |
| YTD | -21.2% | -10.3% | -10.9% | -20.2% |
| 1Y | -45.0% | -14.4% | -30.7% | -44.0% |
| 3Y | -26.2% | -28.3% | +2.1% | -23.0% |
| 5Y | -64.0% | +1.7% | -65.7% | -65.9% |
| All | -16.4% | -16.0% | -0.4% | -24.1% |
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