-21.6%
PINS vs TPR
+395.6%
-417.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.4% |
| 7D | -3.4% | -1.1% | -2.2% | -3.0% |
| 30D | -14.5% | +15.1% | -29.6% | -19.1% |
| 3M | -16.5% | -13.4% | -3.1% | -13.3% |
| 6M | -7.0% | +1.4% | -8.4% | -9.3% |
| YTD | -26.1% | +4.8% | -30.9% | -30.2% |
| 1Y | -30.0% | +29.2% | -59.2% | -39.1% |
| 3Y | -38.5% | +403.7% | -442.2% | -70.2% |
| 5Y | -58.4% | +230.8% | -289.2% | -77.0% |
| All | -21.6% | +395.6% | -417.3% | -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