-21.9%
PINS vs UL
+29.6%
-51.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -6.2% | +0.3% | -6.4% | -6.3% |
| 30D | -10.9% | +7.0% | -17.9% | -13.4% |
| 3M | -19.5% | +5.8% | -25.3% | -21.4% |
| 6M | -10.4% | +16.1% | -26.5% | -15.9% |
| YTD | -26.4% | +4.5% | -30.9% | -29.0% |
| 1Y | -29.6% | -1.3% | -28.4% | -30.5% |
| 3Y | -39.0% | +35.0% | -74.0% | -51.2% |
| 5Y | -59.1% | +31.9% | -91.1% | -67.7% |
| All | -21.9% | +29.6% | -51.5% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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