+62.3%
USB vs PINS
-10.7%
+72.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | +1.3% |
| 7D | +2.4% | +1.4% | +1.0% | +2.2% |
| 30D | +6.6% | +5.8% | +0.8% | +5.6% |
| 3M | -4.1% | -17.0% | +13.0% | -2.0% |
| 6M | +12.5% | +1.8% | +10.7% | +11.1% |
| YTD | +17.6% | -18.0% | +35.7% | +19.0% |
| 1Y | +36.5% | -35.5% | +72.0% | +42.4% |
| 3Y | +95.4% | -31.4% | +126.8% | +97.6% |
| 5Y | +26.1% | -51.4% | +77.5% | +27.2% |
| All | +62.3% | -10.7% | +72.9% | +12.7% |
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