+168.1%
PM vs PINS
-58.9%
+227.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -1.8% |
| 7D | -5.2% | -2.1% | -3.2% | -5.2% |
| 30D | +2.7% | -6.6% | +9.3% | +2.6% |
| 3M | +6.1% | -18.7% | +24.9% | +5.9% |
| 6M | +18.0% | -10.4% | +28.4% | +18.0% |
| YTD | +26.6% | -26.8% | +53.3% | +26.6% |
| 1Y | +36.7% | -27.9% | +64.5% | +36.7% |
| 3Y | +146.0% | -38.7% | +184.7% | +144.5% |
| All | +168.1% | -58.9% | +227.0% | +163.9% |
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