-8.0%
DIS vs PINS
-20.2%
+12.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.3% |
| 7D | +5.2% | -2.1% | +7.3% | +5.6% |
| 30D | +11.5% | -6.6% | +18.1% | +12.6% |
| 3M | +11.5% | -18.7% | +30.3% | +15.2% |
| 6M | +8.9% | -10.4% | +19.3% | +9.9% |
| YTD | +3.4% | -26.8% | +30.2% | +7.1% |
| 1Y | +7.2% | -27.9% | +35.0% | +11.3% |
| 3Y | +43.3% | -38.7% | +82.0% | +47.8% |
| 5Y | -31.4% | -59.0% | +27.5% | -29.2% |
| All | -8.0% | -20.2% | +12.2% | -34.1% |
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