-46.4%
TOST vs PINS
-63.0%
+16.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -4.7% | -3.4% | -1.3% | -3.3% |
| 30D | +8.5% | -14.5% | +23.0% | +15.6% |
| 3M | -1.6% | -16.5% | +14.9% | +5.3% |
| 6M | +44.1% | -7.0% | +51.1% | +46.3% |
| YTD | -5.6% | -26.1% | +20.5% | +3.8% |
| 1Y | -12.6% | -30.0% | +17.4% | -1.8% |
| 3Y | +137.6% | -38.5% | +176.0% | +151.6% |
| 5Y | -30.4% | -58.4% | +28.0% | -28.4% |
| All | -46.4% | -63.0% | +16.6% | -46.5% |
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