+233.0%
PM vs PINS
-19.7%
+252.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.4% |
| 7D | -7.3% | -6.2% | -1.1% | -7.0% |
| 30D | -4.0% | -10.9% | +6.9% | -3.6% |
| 3M | +2.7% | -19.5% | +22.3% | +3.5% |
| 6M | +14.9% | -10.4% | +25.2% | +15.1% |
| YTD | +23.5% | -26.4% | +49.9% | +24.6% |
| 1Y | +30.4% | -29.6% | +60.0% | +31.8% |
| 3Y | +143.2% | -39.0% | +182.2% | +143.3% |
| 5Y | +159.5% | -59.1% | +218.6% | +163.3% |
| All | +233.0% | -19.7% | +252.8% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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