+402.7%
TER vs PINS
-20.2%
+422.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.2% | +6.8% | +3.6% |
| 7D | -20.5% | -2.1% | -18.4% | -20.1% |
| 30D | -47.0% | -6.6% | -40.4% | -46.2% |
| 3M | -43.3% | -18.7% | -24.6% | -41.0% |
| 6M | -42.9% | -10.4% | -32.5% | -42.8% |
| YTD | +12.9% | -26.8% | +39.6% | +17.1% |
| 1Y | +18.2% | -27.9% | +46.0% | +23.1% |
| 3Y | +151.8% | -38.7% | +190.5% | +161.5% |
| 5Y | +54.2% | -59.0% | +113.2% | +63.6% |
| All | +402.7% | -20.2% | +422.9% | +254.8% |
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