-42.8%
BA vs PINS
-14.1%
-28.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.3% |
| 7D | +1.2% | -12.0% | +13.2% | +4.1% |
| 30D | -11.6% | -12.7% | +1.0% | -8.9% |
| 3M | -2.4% | -5.5% | +3.1% | -1.7% |
| 6M | -6.6% | +5.3% | -11.9% | -8.8% |
| YTD | -2.2% | -21.2% | +19.0% | +1.2% |
| 1Y | -8.0% | -45.0% | +37.0% | +2.8% |
| 3Y | -5.0% | -26.2% | +21.2% | -5.9% |
| 5Y | -2.7% | -64.0% | +61.2% | +6.6% |
| All | -42.8% | -14.1% | -28.7% | -65.2% |
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