+120.3%
ADP vs PINS
-20.2%
+140.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -0.6% |
| 7D | +3.2% | -2.1% | +5.3% | +3.5% |
| 30D | +14.9% | -6.6% | +21.6% | +15.8% |
| 3M | +11.6% | -18.7% | +30.4% | +14.5% |
| 6M | +48.5% | -10.4% | +58.9% | +49.8% |
| YTD | +20.6% | -26.8% | +47.3% | +24.3% |
| 1Y | +23.7% | -27.9% | +51.5% | +27.6% |
| 3Y | +47.8% | -38.7% | +86.5% | +50.5% |
| 5Y | +47.7% | -59.0% | +106.7% | +51.3% |
| All | +120.3% | -20.2% | +140.4% | +54.7% |
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 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