-22.3%
PINS vs ADM
+102.6%
-124.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.0% |
| 7D | -2.1% | -9.0% | +7.0% | +0.7% |
| 30D | -6.6% | -14.0% | +7.3% | -2.3% |
| 3M | -18.7% | -9.2% | -9.6% | -16.8% |
| 6M | -10.4% | -9.2% | -1.2% | -8.5% |
| YTD | -26.8% | +24.2% | -51.0% | -33.5% |
| 1Y | -27.9% | +27.0% | -54.8% | -35.1% |
| 3Y | -38.7% | +6.6% | -45.3% | -42.9% |
| 5Y | -59.0% | +25.0% | -84.0% | -67.1% |
| All | -22.3% | +102.6% | -124.8% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling