+67.2%
ABT vs PINS
-14.1%
+81.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.2% |
| 7D | -3.7% | -12.0% | +8.4% | -2.4% |
| 30D | +2.5% | -12.7% | +15.1% | +3.9% |
| 3M | +20.2% | -5.5% | +25.7% | +20.6% |
| 6M | -2.9% | +5.3% | -8.2% | -3.9% |
| YTD | -11.9% | -21.2% | +9.3% | -10.5% |
| 1Y | -16.5% | -45.0% | +28.5% | -12.3% |
| 3Y | +12.1% | -26.2% | +38.3% | +10.7% |
| 5Y | -7.4% | -64.0% | +56.5% | -4.8% |
| All | +67.2% | -14.1% | +81.4% | +34.6% |
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