-22.3%
PINS vs AA
+54.2%
-76.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +0.4% |
| 7D | -6.9% | +1.2% | -8.2% | -7.2% |
| 30D | -11.4% | -5.0% | -6.4% | -10.6% |
| 3M | -22.2% | -22.2% | 0.0% | -18.3% |
| 6M | -10.9% | -36.3% | +25.4% | -3.5% |
| YTD | -26.8% | -24.2% | -2.6% | -24.9% |
| 1Y | -29.8% | +3.9% | -33.7% | -33.4% |
| 3Y | -39.0% | +67.6% | -106.6% | -50.7% |
| 5Y | -58.7% | -8.8% | -49.8% | -63.7% |
| All | -22.3% | +54.2% | -76.5% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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