+48.7%
T vs PINS
-20.2%
+68.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.6% |
| 7D | +1.0% | -2.1% | +3.1% | +1.1% |
| 30D | -10.6% | -6.6% | -4.0% | -10.3% |
| 3M | -7.7% | -18.7% | +11.0% | -6.8% |
| 6M | -13.3% | -10.4% | -2.9% | -13.1% |
| YTD | -8.8% | -26.8% | +18.0% | -7.7% |
| 1Y | -8.4% | -27.9% | +19.5% | -7.3% |
| 3Y | +59.6% | -38.7% | +98.3% | +60.0% |
| 5Y | +52.1% | -59.0% | +111.1% | +52.6% |
| All | +48.7% | -20.2% | +68.9% | +18.9% |
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