+516.5%
QLD vs PINS
-20.2%
+536.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.2% | +6.7% | +4.2% |
| 7D | -10.3% | -2.1% | -8.2% | -9.5% |
| 30D | -26.1% | -6.6% | -19.4% | -24.2% |
| 3M | -17.8% | -18.7% | +1.0% | -11.5% |
| 6M | -15.6% | -10.4% | -5.2% | -14.1% |
| YTD | +5.4% | -26.8% | +32.1% | +13.9% |
| 1Y | +5.2% | -27.9% | +33.1% | +14.3% |
| 3Y | +139.4% | -38.7% | +178.1% | +159.5% |
| 5Y | +66.7% | -59.0% | +125.7% | +93.2% |
| All | +516.5% | -20.2% | +536.6% | +299.4% |
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