+49.9%
T vs PINS
-19.7%
+69.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | +1.7% | -6.2% | +7.8% | +2.0% |
| 30D | -1.7% | -10.9% | +9.2% | -1.1% |
| 3M | -7.3% | -19.5% | +12.2% | -6.4% |
| 6M | -11.2% | -10.4% | -0.8% | -10.9% |
| YTD | -8.1% | -26.4% | +18.3% | -7.0% |
| 1Y | -8.0% | -29.6% | +21.6% | -6.7% |
| 3Y | +62.1% | -39.0% | +101.2% | +62.6% |
| 5Y | +55.7% | -59.1% | +114.8% | +56.3% |
| All | +49.9% | -19.7% | +69.6% | +19.8% |
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