-21.5%
PINS vs TPR
+394.8%
-416.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | -12.0% | +15.1% | -27.1% | -16.7% |
| 3M | -17.9% | +3.5% | -21.4% | -19.3% |
| 6M | -1.0% | +0.4% | -1.5% | -3.1% |
| YTD | -26.0% | +4.6% | -30.6% | -30.0% |
| 1Y | -28.5% | +33.1% | -61.6% | -38.5% |
| 3Y | -39.2% | +396.0% | -435.2% | -70.4% |
| 5Y | -58.3% | +230.3% | -288.6% | -77.0% |
| All | -21.5% | +394.8% | -416.3% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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