-45.4%
TE vs PINS
-66.4%
+20.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.2% | +6.3% | +0.4% |
| 7D | +15.0% | -13.9% | +28.8% | +21.2% |
| 30D | -7.5% | -25.0% | +17.5% | +2.7% |
| 3M | -42.0% | -16.6% | -25.4% | -38.9% |
| 6M | -31.4% | -7.0% | -24.5% | -31.2% |
| YTD | -26.5% | -29.4% | +2.9% | -19.3% |
| 1Y | +153.1% | -49.9% | +203.0% | +210.1% |
| 3Y | -20.7% | -33.6% | +13.0% | -17.3% |
| 5Y | -45.4% | -66.8% | +21.4% | -40.7% |
| All | -45.4% | -66.4% | +20.9% | -40.7% |
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