+466.7%
TER vs PINS
-19.7%
+486.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.5% | +12.2% | +12.6% |
| 7D | -5.8% | -6.2% | +0.4% | -4.2% |
| 30D | -38.9% | -10.9% | -28.0% | -37.2% |
| 3M | -35.1% | -19.5% | -15.6% | -32.3% |
| 6M | -31.6% | -10.4% | -21.2% | -31.4% |
| YTD | +27.2% | -26.4% | +53.6% | +31.9% |
| 1Y | +35.2% | -29.6% | +64.9% | +41.9% |
| 3Y | +192.8% | -39.0% | +231.8% | +204.7% |
| 5Y | +72.4% | -59.1% | +131.6% | +83.2% |
| All | +466.7% | -19.7% | +486.5% | +299.5% |
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