-22.3%
PINS vs TRU
+18.2%
-40.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -3.1% |
| 7D | -2.1% | +5.7% | -7.8% | -4.9% |
| 30D | -6.6% | +29.2% | -35.9% | -19.0% |
| 3M | -18.7% | +2.7% | -21.4% | -20.6% |
| 6M | -10.4% | +15.2% | -25.6% | -18.2% |
| YTD | -26.8% | -4.9% | -21.9% | -27.2% |
| 1Y | -27.9% | +3.4% | -31.3% | -31.7% |
| 3Y | -38.7% | +63.2% | -101.9% | -59.0% |
| 5Y | -59.0% | -26.6% | -32.4% | -55.7% |
| All | -22.3% | +18.2% | -40.5% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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