-5.1%
ABT vs PINS
-58.3%
+53.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.5% | -1.2% |
| 7D | -5.4% | -9.4% | +4.0% | -4.6% |
| 30D | +8.0% | -10.2% | +18.2% | +8.9% |
| 3M | +0.2% | -19.0% | +19.3% | +1.9% |
| 6M | +34.1% | -7.4% | +41.5% | +34.4% |
| YTD | -10.6% | -25.7% | +15.1% | -9.0% |
| 1Y | -11.8% | -29.7% | +17.9% | -9.8% |
| 3Y | +23.9% | -38.1% | +62.0% | +24.6% |
| 5Y | -5.1% | -57.3% | +52.2% | -8.2% |
| All | -5.1% | -58.3% | +53.2% | -8.2% |
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