-9.9%
ABT vs PINS
-63.8%
+54.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.5% |
| 7D | -3.1% | -5.2% | +2.1% | -2.7% |
| 30D | -2.1% | -14.9% | +12.8% | -0.8% |
| 3M | +17.4% | -8.4% | +25.8% | +18.0% |
| 6M | -2.4% | +0.6% | -3.0% | -2.8% |
| YTD | -14.2% | -22.2% | +8.0% | -12.9% |
| 1Y | -18.3% | -46.9% | +28.6% | -14.4% |
| 3Y | +11.5% | -26.9% | +38.4% | +9.9% |
| 5Y | -9.9% | -63.0% | +53.1% | -12.9% |
| All | -9.9% | -63.8% | +54.0% | -12.9% |
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