-7.4%
PINS vs AA
-35.6%
+28.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.5% |
| 7D | -9.4% | +1.1% | -10.5% | -9.3% |
| 30D | -10.2% | -1.3% | -9.0% | -10.2% |
| 3M | -19.0% | -23.9% | +4.9% | -20.1% |
| 6M | -7.4% | -36.8% | +29.4% | -10.6% |
| All | -7.4% | -35.6% | +28.2% | -10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling