-25.0%
TGT vs PINS
-66.4%
+41.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.2% | +6.0% | -1.8% |
| 7D | -3.6% | -13.9% | +10.3% | -1.4% |
| 30D | +4.4% | -25.0% | +29.4% | +9.0% |
| 3M | +25.4% | -16.6% | +42.0% | +28.3% |
| 6M | +33.4% | -7.0% | +40.3% | +33.7% |
| YTD | +65.6% | -29.4% | +95.0% | +72.4% |
| 1Y | +80.3% | -49.9% | +130.2% | +97.1% |
| 3Y | +42.1% | -33.6% | +75.8% | +43.0% |
| 5Y | -25.0% | -66.8% | +41.8% | -28.9% |
| All | -25.0% | -66.4% | +41.4% | -28.9% |
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