-7.4%
PINS vs ADM
-8.0%
+0.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.9% | +1.3% |
| 7D | -9.4% | +0.1% | -9.5% | -9.4% |
| 30D | -10.2% | -11.8% | +1.6% | -9.8% |
| 3M | -19.0% | -11.3% | -7.7% | -19.8% |
| 6M | -7.4% | -10.0% | +2.6% | -9.5% |
| All | -7.4% | -8.0% | +0.6% | -9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling