-16.8%
TLT vs PINS
-20.2%
+3.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.1% |
| 3M | +0.1% | -18.7% | +18.8% | -0.1% |
| 6M | -3.0% | -10.4% | +7.4% | -3.0% |
| YTD | -2.7% | -26.8% | +24.0% | -2.9% |
| 1Y | -4.8% | -27.9% | +23.0% | -5.0% |
| 3Y | +6.9% | -38.7% | +45.6% | +6.8% |
| 5Y | -34.5% | -59.0% | +24.5% | -34.9% |
| All | -16.8% | -20.2% | +3.4% | -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