+37.2%
AMGN vs PINS
-46.0%
+83.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.8% | -1.2% |
| 7D | -13.7% | -6.6% | -7.1% | -14.2% |
| 30D | -8.8% | -16.8% | +8.0% | -10.3% |
| 3M | +7.2% | -11.4% | +18.6% | +6.3% |
| 6M | +1.3% | -1.7% | +3.0% | +2.0% |
| YTD | +17.6% | -26.4% | +44.1% | +14.6% |
| 1Y | +37.2% | -45.5% | +82.7% | +25.9% |
| All | +37.2% | -46.0% | +83.2% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling