-80.8%
TE vs PINS
-58.3%
-22.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.3% |
| 7D | -22.0% | -9.4% | -12.6% | -18.8% |
| 30D | -33.6% | -10.2% | -23.4% | -31.0% |
| 3M | -61.1% | -19.0% | -42.0% | -58.1% |
| 6M | -64.7% | -7.4% | -57.4% | -64.7% |
| YTD | -68.1% | -25.7% | -42.4% | -65.8% |
| 1Y | -51.7% | -29.7% | -22.0% | -46.8% |
| 3Y | +42.0% | -38.1% | +80.1% | +51.9% |
| 5Y | -80.8% | -57.3% | -23.5% | -74.1% |
| All | -80.8% | -58.3% | -22.5% | -74.1% |
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