-10.3%
TSCO vs PINS
-58.8%
+48.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | +0.3% | +1.0% | -0.7% | +0.2% |
| 30D | +11.3% | -12.0% | +23.3% | +12.8% |
| 3M | +1.5% | -17.9% | +19.4% | +3.5% |
| 6M | +24.0% | -1.0% | +25.0% | +23.4% |
| YTD | -25.7% | -26.0% | +0.3% | -23.9% |
| 1Y | -33.6% | -28.5% | -5.1% | -31.7% |
| 3Y | -1.5% | -39.2% | +37.7% | -0.2% |
| All | -10.3% | -58.8% | +48.5% | -10.6% |
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