-57.2%
PINS vs ABCL
-30.0%
-27.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -9.4% | +2.6% | -4.8% |
| 7D | -0.7% | -14.9% | +14.3% | +2.4% |
| 30D | -1.2% | -15.4% | +14.2% | +1.6% |
| 3M | -15.3% | +88.0% | -103.3% | -28.4% |
| 6M | -11.2% | +138.8% | -150.0% | -30.5% |
| YTD | -23.6% | +225.4% | -249.0% | -45.5% |
| 1Y | -23.1% | +137.3% | -160.5% | -41.2% |
| 3Y | -36.0% | +136.8% | -172.8% | -56.3% |
| 5Y | -57.2% | -26.2% | -30.9% | -59.7% |
| All | -57.2% | -30.0% | -27.1% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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