-9.3%
T vs PINS
+6.8%
-16.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.2% | -2.0% |
| 7D | -1.3% | -12.0% | +10.8% | -1.6% |
| 30D | +11.4% | -12.7% | +24.0% | +10.9% |
| 3M | +14.3% | -5.5% | +19.8% | +14.7% |
| 6M | -9.3% | +5.3% | -14.5% | -7.2% |
| All | -9.3% | +6.8% | -16.1% | -7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling