-21.5%
PINS vs WAT
+92.6%
-114.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +1.0% | +0.6% | +0.4% | +0.7% |
| 30D | -12.0% | +5.4% | -17.4% | -14.2% |
| 3M | -17.9% | +11.3% | -29.2% | -22.1% |
| 6M | -1.0% | +37.4% | -38.5% | -15.3% |
| YTD | -26.0% | +21.2% | -47.2% | -34.0% |
| 1Y | -28.5% | +21.3% | -49.8% | -36.3% |
| 3Y | -39.2% | +83.4% | -122.6% | -59.7% |
| 5Y | -58.3% | +29.0% | -87.3% | -66.7% |
| All | -21.5% | +92.6% | -114.1% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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