-39.0%
U vs PINS
-44.9%
+5.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.3% |
| 7D | -3.8% | -12.0% | +8.2% | +4.0% |
| 30D | +17.5% | -12.7% | +30.1% | +27.2% |
| 3M | +38.7% | -5.5% | +44.2% | +41.7% |
| 6M | +104.4% | +5.3% | +99.2% | +93.4% |
| YTD | -5.7% | -21.2% | +15.5% | +7.1% |
| 1Y | +3.7% | -45.0% | +48.7% | +41.4% |
| 3Y | +12.3% | -26.2% | +38.5% | +12.6% |
| 5Y | -68.8% | -64.0% | -4.9% | -59.3% |
| All | -39.0% | -44.9% | +5.9% | -43.5% |
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 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