+34.6%
UNP vs PINS
-52.1%
+86.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.2% | +7.9% | -1.2% |
| 7D | -1.7% | -13.9% | +12.1% | -1.7% |
| 30D | -2.1% | -25.0% | +22.9% | -2.1% |
| 3M | +5.4% | -16.6% | +22.1% | +5.5% |
| 6M | +13.4% | -7.0% | +20.4% | +13.1% |
| YTD | +25.0% | -29.4% | +54.4% | +26.1% |
| 1Y | +34.6% | -49.9% | +84.5% | +38.4% |
| All | +34.6% | -52.1% | +86.7% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling