-18.9%
PINS vs ACM
+116.2%
-135.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.2% | -4.6% | -5.5% |
| 7D | -0.7% | +5.1% | -5.7% | -3.3% |
| 30D | -1.2% | +11.5% | -12.7% | -7.3% |
| 3M | -15.3% | -10.5% | -4.8% | -10.4% |
| 6M | -11.2% | -20.4% | +9.2% | -0.3% |
| YTD | -23.6% | -28.9% | +5.3% | -8.9% |
| 1Y | -23.1% | -48.7% | +25.6% | +11.2% |
| 3Y | -36.0% | -12.5% | -23.5% | -35.9% |
| 5Y | -57.2% | +0.5% | -57.7% | -60.8% |
| All | -18.9% | +116.2% | -135.1% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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