-21.5%
PINS vs ADM
+111.0%
-132.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.6% | -0.7% |
| 7D | +1.0% | +4.2% | -3.2% | -0.3% |
| 30D | -12.0% | -12.8% | +0.8% | -8.3% |
| 3M | -17.9% | -8.5% | -9.4% | -16.1% |
| 6M | -1.0% | -10.9% | +9.9% | +1.8% |
| YTD | -26.0% | +29.4% | -55.5% | -33.7% |
| 1Y | -28.5% | +27.5% | -56.0% | -35.6% |
| 3Y | -39.2% | +10.3% | -49.5% | -43.9% |
| 5Y | -58.3% | +27.4% | -85.7% | -66.5% |
| All | -21.5% | +111.0% | -132.6% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling