-24.7%
U vs PINS
-48.8%
+24.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.2% | +9.7% | +8.1% |
| 7D | +36.6% | -2.1% | +38.6% | +36.9% |
| 30D | +13.3% | -6.6% | +20.0% | +16.8% |
| 3M | +26.2% | -18.7% | +44.9% | +40.3% |
| 6M | +88.7% | -10.4% | +99.1% | +94.8% |
| YTD | +16.6% | -26.8% | +43.3% | +35.9% |
| 1Y | +29.0% | -27.9% | +56.8% | +51.4% |
| 3Y | +99.5% | -38.7% | +138.2% | +127.0% |
| 5Y | -66.1% | -59.0% | -7.1% | -57.3% |
| All | -24.7% | -48.8% | +24.2% | -28.3% |
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