+162.6%
PM vs PINS
-58.8%
+221.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +0.5% | +1.0% | -0.5% | +0.6% |
| 30D | -3.2% | -12.0% | +8.8% | -3.4% |
| 3M | +6.2% | -17.9% | +24.1% | +6.0% |
| 6M | +7.7% | -1.0% | +8.7% | +7.8% |
| YTD | +27.3% | -26.0% | +53.3% | +27.3% |
| 1Y | +32.8% | -28.5% | +61.2% | +32.8% |
| 3Y | +150.0% | -39.2% | +189.2% | +148.6% |
| All | +162.6% | -58.8% | +221.4% | +154.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling