-21.9%
PINS vs URA
+247.2%
-269.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.2% | -5.7% | -1.8% |
| 7D | -6.2% | +4.3% | -10.4% | -7.8% |
| 30D | -10.9% | -11.7% | +0.8% | -6.9% |
| 3M | -19.5% | -23.5% | +4.0% | -11.9% |
| 6M | -10.4% | -37.8% | +27.4% | +5.0% |
| YTD | -26.4% | -19.6% | -6.7% | -26.0% |
| 1Y | -29.6% | -24.8% | -4.9% | -27.6% |
| 3Y | -39.0% | +47.0% | -86.0% | -58.9% |
| 5Y | -59.1% | +35.4% | -94.5% | -72.8% |
| All | -21.9% | +247.2% | -269.0% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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