+1,600.3%
UMC vs PINS
-20.9%
+1,621.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -2.9% |
| 7D | +11.4% | -9.9% | +21.3% | +13.0% |
| 30D | +16.8% | -20.9% | +37.7% | +20.8% |
| 3M | +19.1% | -13.7% | +32.8% | +21.1% |
| 6M | +137.4% | -3.0% | +140.5% | +136.4% |
| YTD | +186.4% | -27.5% | +213.8% | +196.0% |
| 1Y | +229.1% | -46.8% | +275.9% | +255.6% |
| 3Y | +257.9% | -31.8% | +289.7% | +256.2% |
| 5Y | +137.5% | -65.4% | +202.9% | +143.4% |
| All | +1,600.3% | -20.9% | +1,621.2% | +1,337.0% |
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