-59.3%
PINS vs AA
-15.4%
-43.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.9% | -7.1% | -4.8% |
| 7D | -2.1% | +0.9% | -3.0% | -2.2% |
| 30D | -6.6% | -6.7% | 0.0% | -5.3% |
| 3M | -18.7% | -16.3% | -2.4% | -16.0% |
| 6M | -10.4% | -37.1% | +26.7% | -2.8% |
| YTD | -26.8% | -25.0% | -1.8% | -24.9% |
| 1Y | -27.9% | +8.6% | -36.4% | -32.8% |
| 3Y | -38.7% | +57.2% | -95.9% | -50.7% |
| All | -59.3% | -15.4% | -43.9% | -63.5% |
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