-39.0%
PINS vs USAR
-22.7%
-16.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.6% | +9.0% | -0.5% |
| 7D | -6.9% | -9.1% | +2.1% | -6.8% |
| 30D | -11.4% | -36.9% | +25.5% | -10.9% |
| 3M | -22.2% | -58.4% | +36.2% | -21.4% |
| 6M | -10.9% | -70.6% | +59.7% | -9.8% |
| YTD | -26.8% | -33.4% | +6.6% | -26.1% |
| 1Y | -29.8% | -54.0% | +24.2% | -29.2% |
| 3Y | -39.0% | -22.7% | -16.4% | -42.7% |
| All | -39.0% | -22.7% | -16.4% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling