-34.6%
UPS vs PINS
-63.8%
+29.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | -2.1% | -5.2% | +3.1% | -1.6% |
| 30D | -2.3% | -14.9% | +12.6% | -0.7% |
| 3M | -5.2% | -8.4% | +3.2% | -4.6% |
| 6M | +1.4% | +0.6% | +0.8% | +0.8% |
| YTD | +6.1% | -22.2% | +28.3% | +8.1% |
| 1Y | +27.0% | -46.9% | +73.9% | +34.5% |
| 3Y | -25.9% | -26.9% | +1.0% | -26.3% |
| 5Y | -34.6% | -63.0% | +28.4% | -39.1% |
| All | -34.6% | -63.8% | +29.3% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling