+119.6%
PM vs PINS
-25.8%
+145.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -2.0% |
| 7D | -4.9% | -12.0% | +7.2% | -5.4% |
| 30D | -3.4% | -12.7% | +9.3% | -3.9% |
| 3M | +5.2% | -5.5% | +10.7% | +5.1% |
| 6M | +3.7% | +5.3% | -1.6% | +4.3% |
| YTD | +15.8% | -21.2% | +37.0% | +15.6% |
| 1Y | +17.4% | -45.0% | +62.4% | +16.0% |
| All | +119.6% | -25.8% | +145.4% | +115.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling