-16.8%
TLT vs PINS
-15.2%
-1.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | +0.4% | -5.2% | +5.6% | +0.4% |
| 30D | -0.3% | -14.9% | +14.7% | -0.4% |
| 3M | -1.7% | -8.4% | +6.7% | -1.8% |
| 6M | -4.9% | +0.6% | -5.6% | -4.9% |
| YTD | -2.8% | -22.2% | +19.4% | -2.9% |
| 1Y | -4.2% | -46.9% | +42.7% | -4.6% |
| 3Y | -1.1% | -26.9% | +25.8% | -1.0% |
| 5Y | -33.7% | -63.0% | +29.3% | -34.3% |
| All | -16.8% | -15.2% | -1.6% | -11.1% |
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