+558.4%
QLD vs PINS
-19.7%
+578.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.3% | +6.6% |
| 7D | -1.4% | -6.2% | +4.7% | +1.3% |
| 30D | -19.6% | -10.9% | -8.6% | -15.9% |
| 3M | -14.1% | -19.5% | +5.4% | -7.3% |
| 6M | -13.6% | -10.4% | -3.2% | -12.1% |
| YTD | +12.5% | -26.4% | +38.9% | +21.4% |
| 1Y | +13.1% | -29.6% | +42.8% | +24.3% |
| 3Y | +154.7% | -39.0% | +193.7% | +176.8% |
| 5Y | +81.1% | -59.1% | +140.2% | +110.2% |
| All | +558.4% | -19.7% | +578.1% | +325.7% |
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