+133.5%
QLD vs PINS
-36.3%
+169.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -6.7% | -6.0% | -10.7% |
| 7D | -18.6% | -0.7% | -17.9% | -18.2% |
| 30D | -28.3% | -1.2% | -27.1% | -28.0% |
| 3M | -20.4% | -15.3% | -5.1% | -16.8% |
| 6M | -14.3% | -11.2% | -3.1% | -12.6% |
| YTD | +2.8% | -23.6% | +26.3% | +9.2% |
| 1Y | -1.2% | -23.1% | +21.9% | +4.6% |
| All | +133.5% | -36.3% | +169.8% | +139.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling