+8.4%
QLD vs PINS
-30.0%
+38.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.3% | +6.7% |
| 7D | -1.4% | -6.2% | +4.7% | -0.1% |
| 30D | -19.6% | -10.9% | -8.6% | -17.9% |
| 3M | -14.1% | -19.5% | +5.4% | -11.2% |
| 6M | -13.6% | -10.4% | -3.2% | -12.2% |
| YTD | +12.5% | -26.4% | +38.9% | +18.3% |
| All | +8.4% | -30.0% | +38.4% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling