-23.6%
DRAM vs PINS
-18.3%
-5.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.2% | +10.4% | +5.9% |
| 7D | -18.2% | -2.1% | -16.1% | -16.8% |
| 30D | -34.5% | -6.6% | -27.9% | -33.4% |
| 3M | -23.6% | -18.7% | -4.9% | -27.4% |
| All | -23.6% | -18.3% | -5.3% | -27.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling