-22.3%
PINS vs A
+148.0%
-170.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.2% |
| 7D | -6.9% | +1.4% | -8.3% | -7.7% |
| 30D | -11.4% | +4.3% | -15.8% | -14.0% |
| 3M | -22.2% | +19.8% | -42.0% | -31.3% |
| 6M | -10.9% | +54.4% | -65.3% | -34.7% |
| YTD | -26.8% | +31.7% | -58.5% | -40.8% |
| 1Y | -29.8% | +22.4% | -52.3% | -40.4% |
| 3Y | -39.0% | +67.7% | -106.7% | -61.7% |
| 5Y | -58.7% | +15.7% | -74.4% | -65.8% |
| All | -22.3% | +148.0% | -170.3% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling