-37.5%
U vs PINS
-45.6%
+8.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.4% |
| 7D | +4.5% | -5.2% | +9.7% | +7.9% |
| 30D | -0.6% | -14.9% | +14.4% | +9.4% |
| 3M | +48.4% | -8.4% | +56.9% | +54.6% |
| 6M | +115.4% | +0.6% | +114.7% | +109.5% |
| YTD | -3.2% | -22.2% | +19.0% | +10.7% |
| 1Y | -6.0% | -46.9% | +40.9% | +30.9% |
| 3Y | +13.5% | -26.9% | +40.4% | +14.5% |
| 5Y | -68.0% | -63.0% | -5.0% | -58.6% |
| All | -37.5% | -45.6% | +8.2% | -41.6% |
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 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