-58.7%
PINS vs ALB
-62.6%
+3.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.7% | +0.3% |
| 7D | -6.9% | +5.3% | -12.2% | -8.0% |
| 30D | -11.4% | -6.3% | -5.2% | -10.4% |
| 3M | -22.2% | -27.4% | +5.2% | -17.1% |
| 6M | -10.9% | -53.1% | +42.2% | +4.0% |
| YTD | -26.8% | -32.3% | +5.5% | -23.8% |
| 1Y | -29.8% | -7.3% | -22.5% | -33.2% |
| 3Y | -39.0% | -14.9% | -24.1% | -47.4% |
| 5Y | -58.7% | -62.0% | +3.3% | -57.9% |
| All | -58.7% | -62.6% | +3.9% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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