+64.4%
AMGN vs PINS
-26.9%
+91.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.3% | -8.8% | -10.1% |
| 7D | -10.3% | -5.2% | -5.0% | -10.3% |
| 30D | -3.8% | -14.9% | +11.2% | -4.0% |
| 3M | +14.4% | -8.4% | +22.8% | +14.2% |
| 6M | +7.8% | +0.6% | +7.2% | +7.9% |
| YTD | +22.6% | -22.2% | +44.8% | +22.9% |
| 1Y | +44.2% | -46.9% | +91.1% | +45.4% |
| All | +64.4% | -26.9% | +91.3% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling