+7.4%
DASH vs PINS
-64.0%
+71.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.5% | -3.6% |
| 7D | -10.6% | -12.0% | +1.5% | -5.0% |
| 30D | +2.2% | -12.7% | +14.8% | +8.7% |
| 3M | +32.3% | -5.5% | +37.8% | +34.7% |
| 6M | +19.1% | +5.3% | +13.9% | +14.7% |
| YTD | -6.5% | -21.2% | +14.7% | +1.8% |
| 1Y | -14.9% | -45.0% | +30.2% | +7.5% |
| 3Y | +151.9% | -26.2% | +178.2% | +140.4% |
| All | +7.4% | -64.0% | +71.4% | +12.3% |
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 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