-22.3%
PINS vs TPR
+396.3%
-418.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.8% |
| 7D | -2.1% | +14.2% | -16.3% | -6.8% |
| 30D | -6.6% | +17.1% | -23.7% | -12.2% |
| 3M | -18.7% | -17.7% | -1.0% | -13.9% |
| 6M | -10.4% | -10.2% | -0.2% | -9.1% |
| YTD | -26.8% | +4.9% | -31.7% | -30.8% |
| 1Y | -27.9% | +36.1% | -64.0% | -38.5% |
| 3Y | -38.7% | +416.5% | -455.1% | -70.6% |
| 5Y | -59.0% | +254.8% | -313.8% | -77.9% |
| All | -22.3% | +396.3% | -418.6% | -66.2% |
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