-21.2%
PINS vs TPR
+398.3%
-419.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.1% |
| 7D | -9.4% | +6.4% | -15.8% | -11.6% |
| 30D | -10.2% | +13.8% | -24.0% | -14.7% |
| 3M | -19.0% | -16.6% | -2.4% | -14.7% |
| 6M | -7.4% | +0.7% | -8.0% | -9.4% |
| YTD | -25.7% | +5.3% | -31.1% | -29.9% |
| 1Y | -29.7% | +32.4% | -62.1% | -39.4% |
| 3Y | -38.1% | +406.4% | -444.5% | -70.1% |
| 5Y | -57.3% | +227.9% | -285.2% | -76.4% |
| All | -21.2% | +398.3% | -419.5% | -65.8% |
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