-33.5%
UPS vs PINS
-58.8%
+25.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | +1.7% | -6.9% | +8.6% | +2.5% |
| 30D | +17.4% | -11.4% | +28.9% | +18.9% |
| 3M | +7.7% | -22.2% | +30.0% | +10.4% |
| 6M | +13.8% | -10.9% | +24.7% | +14.5% |
| YTD | +17.3% | -26.8% | +44.1% | +20.1% |
| 1Y | +27.2% | -29.8% | +57.0% | +30.8% |
| 3Y | -5.6% | -39.0% | +33.4% | -4.2% |
| 5Y | -33.5% | -58.7% | +25.1% | -35.5% |
| All | -33.5% | -58.8% | +25.3% | -35.5% |
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 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