-34.6%
PINS vs USAR
-13.4%
-21.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.5% | -6.0% | +0.4% |
| 7D | -6.2% | -1.1% | -5.1% | -6.1% |
| 30D | -10.9% | -30.3% | +19.3% | -10.5% |
| 3M | -19.5% | -54.7% | +35.2% | -18.7% |
| 6M | -10.4% | -67.5% | +57.1% | -9.4% |
| YTD | -26.4% | -26.4% | 0.0% | -25.8% |
| 1Y | -29.6% | -49.5% | +19.9% | -29.1% |
| 3Y | -39.0% | -14.5% | -24.6% | -41.6% |
| All | -34.6% | -13.4% | -21.2% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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