-28.1%
TGT vs PINS
-58.8%
+30.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +2.6% | +1.0% | +1.6% | +2.5% |
| 30D | +4.7% | -12.0% | +16.7% | +6.7% |
| 3M | +4.6% | -17.9% | +22.4% | +7.5% |
| 6M | +34.9% | -1.0% | +35.9% | +33.8% |
| YTD | +70.9% | -26.0% | +96.9% | +76.5% |
| 1Y | +84.4% | -28.5% | +112.8% | +91.3% |
| 3Y | +69.1% | -39.2% | +108.3% | +73.3% |
| All | -28.1% | -58.8% | +30.7% | -32.7% |
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