-16.4%
PINS vs AEM
+485.2%
-501.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.0% |
| 7D | -12.0% | -0.5% | -11.5% | -12.0% |
| 30D | -12.7% | +24.0% | -36.7% | -15.8% |
| 3M | -5.5% | +16.1% | -21.6% | -8.2% |
| 6M | +5.3% | -11.6% | +16.9% | +6.7% |
| YTD | -21.2% | +21.5% | -42.8% | -26.0% |
| 1Y | -45.0% | +39.2% | -84.2% | -50.3% |
| 3Y | -26.2% | +347.4% | -373.7% | -51.9% |
| 5Y | -64.0% | +290.1% | -354.1% | -76.4% |
| All | -16.4% | +485.2% | -501.6% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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