-63.4%
PINS vs AA
+10.5%
-73.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | 0.0% | -1.7% |
| 7D | -12.0% | -0.7% | -11.3% | -11.9% |
| 30D | -12.7% | +5.0% | -17.7% | -13.8% |
| 3M | -5.5% | -35.8% | +30.3% | +3.0% |
| 6M | +5.3% | -18.4% | +23.7% | +7.3% |
| YTD | -21.2% | -5.5% | -15.7% | -22.8% |
| 1Y | -45.0% | +61.0% | -106.0% | -53.1% |
| 3Y | -26.2% | +66.2% | -92.4% | -40.6% |
| All | -63.4% | +10.5% | -73.9% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling