-28.9%
DASH vs PINS
-58.9%
+30.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | -4.1% | -3.4% | -0.7% | -2.5% |
| 30D | -10.6% | -14.5% | +3.9% | -3.4% |
| 3M | -18.8% | -16.5% | -2.3% | -11.7% |
| 6M | +11.2% | -7.0% | +18.2% | +13.5% |
| YTD | -23.8% | -26.1% | +2.4% | -14.5% |
| 1Y | -12.2% | -30.0% | +17.8% | +1.0% |
| 3Y | +97.3% | -38.5% | +135.8% | +109.5% |
| All | -28.9% | -58.9% | +30.0% | -1.2% |
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 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