-58.4%
AAL vs PINS
-19.0%
-39.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.4% |
| 7D | +3.4% | -9.4% | +12.8% | +5.8% |
| 30D | +11.7% | -10.2% | +22.0% | +14.5% |
| 3M | -7.8% | -19.0% | +11.2% | -3.5% |
| 6M | +10.2% | -7.4% | +17.6% | +10.9% |
| YTD | -8.0% | -25.7% | +17.7% | -3.5% |
| 1Y | +8.5% | -29.7% | +38.3% | +15.3% |
| 3Y | +19.5% | -38.1% | +57.6% | +26.4% |
| 5Y | -33.9% | -57.3% | +23.4% | -30.7% |
| All | -58.4% | -19.0% | -39.4% | -69.3% |
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