-22.3%
PINS vs ACM
+116.3%
-138.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -2.1% | +5.4% | -7.4% | -4.9% |
| 30D | -6.6% | +15.1% | -21.8% | -13.9% |
| 3M | -18.7% | -10.5% | -8.3% | -14.0% |
| 6M | -10.4% | -19.7% | +9.3% | +0.1% |
| YTD | -26.8% | -28.8% | +2.1% | -12.8% |
| 1Y | -27.9% | -47.9% | +20.0% | +3.4% |
| 3Y | -38.7% | -12.4% | -26.3% | -38.6% |
| 5Y | -59.0% | +0.6% | -59.5% | -62.4% |
| All | -22.3% | +116.3% | -138.6% | -56.0% |
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