+49.1%
ADP vs PINS
-58.9%
+108.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -0.7% |
| 7D | +3.2% | -2.1% | +5.3% | +3.4% |
| 30D | +14.9% | -6.6% | +21.6% | +15.7% |
| 3M | +11.6% | -18.7% | +30.4% | +14.2% |
| 6M | +48.5% | -10.4% | +58.9% | +49.7% |
| YTD | +20.6% | -26.8% | +47.3% | +23.7% |
| 1Y | +23.7% | -27.9% | +51.5% | +27.0% |
| 3Y | +47.8% | -38.7% | +86.5% | +49.5% |
| All | +49.1% | -58.9% | +108.0% | +46.1% |
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