-44.8%
PINS vs ADVB
-97.4%
+52.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | +0.5% |
| 7D | -6.2% | -1.2% | -4.9% | -6.2% |
| 30D | -10.9% | -61.4% | +50.5% | -11.2% |
| 3M | -19.5% | -67.8% | +48.3% | -19.8% |
| 6M | -10.4% | -66.9% | +56.5% | -10.9% |
| YTD | -26.4% | -64.9% | +38.5% | -27.2% |
| 1Y | -29.6% | -74.8% | +45.1% | -29.7% |
| All | -44.8% | -97.4% | +52.7% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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