+160.1%
AMGN vs PINS
-58.8%
+219.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +1.1% | +1.0% | +0.1% | +1.1% |
| 30D | +9.3% | -12.0% | +21.3% | +9.4% |
| 3M | +12.1% | -17.9% | +30.0% | +12.3% |
| 6M | +40.3% | -1.0% | +41.3% | +40.2% |
| YTD | +45.2% | -26.0% | +71.2% | +45.8% |
| 1Y | +42.4% | -28.5% | +70.9% | +43.1% |
| 3Y | +91.0% | -39.2% | +130.2% | +90.6% |
| All | +160.1% | -58.8% | +219.0% | +168.8% |
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