+18.7%
UPS vs PINS
-23.0%
+41.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.2% | +8.0% | -0.3% |
| 7D | -3.7% | -13.9% | +10.2% | -2.2% |
| 30D | -3.7% | -25.0% | +21.2% | -0.8% |
| 3M | -6.6% | -16.6% | +10.1% | -5.0% |
| 6M | +2.6% | -7.0% | +9.5% | +2.7% |
| YTD | +4.8% | -29.4% | +34.2% | +7.7% |
| 1Y | +25.3% | -49.9% | +75.2% | +33.2% |
| 3Y | -26.9% | -33.6% | +6.8% | -26.3% |
| 5Y | -33.5% | -66.8% | +33.3% | -31.0% |
| All | +18.7% | -23.0% | +41.7% | +0.5% |
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