+202.8%
TER vs PINS
-64.0%
+266.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.6% | +6.0% |
| 7D | +0.6% | -12.0% | +12.7% | +3.5% |
| 30D | -8.3% | -12.7% | +4.4% | -5.8% |
| 3M | -12.2% | -5.5% | -6.7% | -12.1% |
| 6M | +17.1% | +5.3% | +11.8% | +13.1% |
| YTD | +84.7% | -21.2% | +105.9% | +89.9% |
| 1Y | +199.9% | -45.0% | +245.0% | +235.9% |
| 3Y | +232.8% | -26.2% | +259.0% | +228.6% |
| All | +202.8% | -64.0% | +266.9% | +195.3% |
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