-61.3%
AAL vs PINS
-14.1%
-47.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.7% |
| 7D | -3.7% | -12.0% | +8.3% | -0.8% |
| 30D | -20.8% | -12.7% | -8.1% | -18.4% |
| 3M | -1.3% | -5.5% | +4.2% | -0.5% |
| 6M | +5.4% | +5.3% | +0.1% | +2.9% |
| YTD | -14.4% | -21.2% | +6.9% | -11.1% |
| 1Y | +2.1% | -45.0% | +47.1% | +14.2% |
| 3Y | -10.6% | -26.2% | +15.7% | -9.3% |
| 5Y | -32.2% | -64.0% | +31.7% | -27.2% |
| All | -61.3% | -14.1% | -47.2% | -71.7% |
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