+654.1%
QLD vs PINS
-14.1%
+668.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.2% |
| 7D | +0.6% | -12.0% | +12.6% | +5.8% |
| 30D | -0.1% | -12.7% | +12.5% | +5.1% |
| 3M | -8.4% | -5.5% | -2.8% | -7.5% |
| 6M | +32.2% | +5.3% | +26.9% | +26.2% |
| YTD | +28.9% | -21.2% | +50.1% | +36.3% |
| 1Y | +43.8% | -45.0% | +88.9% | +73.5% |
| 3Y | +176.6% | -26.2% | +202.8% | +175.9% |
| 5Y | +121.6% | -64.0% | +185.5% | +168.2% |
| All | +654.1% | -14.1% | +668.2% | +377.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling