+1,496.5%
UMC vs PINS
-14.1%
+1,510.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.7% | +4.9% |
| 7D | +5.0% | -12.0% | +17.0% | +7.0% |
| 30D | +7.7% | -12.7% | +20.3% | +9.8% |
| 3M | +1.7% | -5.5% | +7.2% | +2.1% |
| 6M | +113.9% | +5.3% | +108.7% | +110.6% |
| YTD | +168.9% | -21.2% | +190.1% | +174.8% |
| 1Y | +207.2% | -45.0% | +252.2% | +231.0% |
| 3Y | +227.7% | -26.2% | +253.9% | +222.7% |
| 5Y | +118.0% | -64.0% | +182.0% | +122.2% |
| All | +1,496.5% | -14.1% | +1,510.6% | +1,234.4% |
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