-18.8%
PYPL vs PINS
-45.1%
+26.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.9% | -2.7% |
| 7D | +2.7% | -12.0% | +14.7% | +4.7% |
| 30D | -4.9% | -12.7% | +7.8% | -3.0% |
| 3M | +28.9% | -5.5% | +34.4% | +29.7% |
| 6M | +18.2% | +5.3% | +13.0% | +17.1% |
| YTD | -5.0% | -21.2% | +16.2% | -3.9% |
| 1Y | -18.8% | -45.0% | +26.2% | -16.1% |
| All | -18.8% | -45.1% | +26.3% | -16.1% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling