-18.9%
PINS vs TAP
-12.4%
-6.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -6.4% |
| 7D | -0.7% | +7.7% | -8.4% | -1.9% |
| 30D | -1.2% | +14.4% | -15.6% | -3.4% |
| 3M | -15.3% | +2.0% | -17.3% | -15.6% |
| 6M | -11.2% | +2.5% | -13.6% | -11.7% |
| YTD | -23.6% | -6.4% | -17.1% | -23.1% |
| 1Y | -23.1% | -2.3% | -20.8% | -23.3% |
| 3Y | -36.0% | -20.3% | -15.7% | -34.6% |
| 5Y | -57.2% | +6.9% | -64.1% | -59.8% |
| All | -18.9% | -12.4% | -6.5% | -26.9% |
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