-34.3%
TLT vs PINS
-58.9%
+24.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | 0.0% |
| 7D | +0.1% | -2.1% | +2.2% | +0.1% |
| 30D | +6.2% | -6.6% | +12.8% | +6.2% |
| 3M | +0.1% | -18.7% | +18.8% | +0.1% |
| 6M | -3.0% | -10.4% | +7.4% | -2.9% |
| YTD | -2.7% | -26.8% | +24.0% | -2.6% |
| 1Y | -4.8% | -27.9% | +23.0% | -4.7% |
| 3Y | +6.9% | -38.7% | +45.6% | +6.9% |
| All | -34.3% | -58.9% | +24.6% | -36.3% |
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