+62.6%
QLD vs PINS
-55.2%
+117.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -6.7% | -6.0% | -9.9% |
| 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% | -15.6% |
| 6M | -14.3% | -11.2% | -3.1% | -12.4% |
| YTD | +2.8% | -23.6% | +26.3% | +9.8% |
| 1Y | -1.2% | -23.1% | +21.9% | +5.0% |
| 3Y | +135.3% | -36.0% | +171.4% | +148.5% |
| 5Y | +62.6% | -57.2% | +119.8% | +66.4% |
| All | +62.6% | -55.2% | +117.8% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling