+21.5%
ABT vs PINS
-38.0%
+59.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.5% | -1.1% |
| 7D | -5.4% | -9.4% | +4.0% | -5.0% |
| 30D | +8.0% | -10.2% | +18.2% | +8.4% |
| 3M | +0.2% | -19.0% | +19.3% | +0.9% |
| 6M | +34.1% | -7.4% | +41.5% | +34.3% |
| YTD | -10.6% | -25.7% | +15.1% | -9.9% |
| 1Y | -11.8% | -29.7% | +17.9% | -11.0% |
| All | +21.5% | -38.0% | +59.5% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling