+1,083.8%
UMC vs PINS
-19.4%
+1,103.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.4% | -2.3% |
| 7D | +11.2% | +1.0% | +10.2% | +11.0% |
| 30D | -28.0% | -12.0% | -16.0% | -26.6% |
| 3M | -20.5% | -17.9% | -2.7% | -18.4% |
| 6M | -1.6% | -1.0% | -0.5% | -2.3% |
| YTD | +99.4% | -26.0% | +125.4% | +105.1% |
| 1Y | +120.4% | -28.5% | +148.9% | +127.9% |
| 3Y | +134.2% | -39.2% | +173.4% | +139.0% |
| 5Y | +78.8% | -58.3% | +137.2% | +79.4% |
| All | +1,083.8% | -19.4% | +1,103.1% | +896.0% |
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