-71.3%
PINS vs ABCL
-81.3%
+9.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -1.9% |
| 7D | -12.0% | +0.7% | -12.7% | -12.2% |
| 30D | -12.7% | +93.1% | -105.7% | -24.6% |
| 3M | -5.5% | +79.4% | -84.9% | -18.1% |
| 6M | +5.3% | +214.9% | -209.6% | -19.6% |
| YTD | -21.2% | +234.2% | -255.4% | -41.4% |
| 1Y | -45.0% | +174.8% | -219.8% | -58.1% |
| 3Y | -26.2% | +104.5% | -130.7% | -44.8% |
| 5Y | -64.0% | -39.0% | -24.9% | -67.3% |
| All | -71.3% | -81.3% | +9.9% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling