-16.8%
TLT vs PINS
-14.1%
-2.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.2% |
| 7D | -0.4% | -12.0% | +11.6% | -0.5% |
| 30D | -0.6% | -12.7% | +12.1% | -0.7% |
| 3M | -2.7% | -5.5% | +2.8% | -2.7% |
| 6M | -5.6% | +5.3% | -10.9% | -5.5% |
| YTD | -2.8% | -21.2% | +18.4% | -2.9% |
| 1Y | -1.4% | -45.0% | +43.6% | -1.8% |
| 3Y | -1.6% | -26.2% | +24.6% | -1.5% |
| 5Y | -33.8% | -64.0% | +30.1% | -34.5% |
| All | -16.8% | -14.1% | -2.7% | -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 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