+263.0%
UMC vs PINS
-33.7%
+296.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -9.2% | +13.2% | +4.6% |
| 7D | +13.6% | -13.9% | +27.5% | +14.7% |
| 30D | +20.8% | -25.0% | +45.7% | +23.0% |
| 3M | +16.1% | -16.6% | +32.7% | +17.6% |
| 6M | +137.3% | -7.0% | +144.3% | +137.9% |
| YTD | +193.8% | -29.4% | +223.1% | +200.7% |
| 1Y | +236.1% | -49.9% | +286.0% | +255.5% |
| All | +263.0% | -33.7% | +296.7% | +258.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling