-57.3%
PINS vs ADM
+24.7%
-82.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.9% | +1.2% |
| 7D | -9.4% | +0.1% | -9.5% | -9.4% |
| 30D | -10.2% | -11.8% | +1.6% | -8.8% |
| 3M | -19.0% | -11.3% | -7.7% | -18.0% |
| 6M | -7.4% | -10.0% | +2.6% | -6.5% |
| YTD | -25.7% | +25.9% | -51.6% | -29.1% |
| 1Y | -29.7% | +26.7% | -56.4% | -33.1% |
| 3Y | -38.1% | +8.1% | -46.3% | -40.5% |
| 5Y | -57.3% | +23.5% | -80.8% | -53.4% |
| All | -57.3% | +24.7% | -82.0% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling