-16.4%
PINS vs ALB
+69.3%
-85.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.3% | -1.0% |
| 7D | -12.0% | -8.1% | -4.0% | -10.2% |
| 30D | -12.7% | +6.3% | -18.9% | -14.1% |
| 3M | -5.5% | -23.6% | +18.1% | +0.1% |
| 6M | +5.3% | -24.6% | +29.9% | +10.4% |
| YTD | -21.2% | -10.3% | -10.9% | -22.5% |
| 1Y | -45.0% | +61.5% | -106.5% | -55.2% |
| 3Y | -26.2% | -34.0% | +7.8% | -27.1% |
| 5Y | -64.0% | -44.6% | -19.4% | -64.0% |
| All | -16.4% | +69.3% | -85.7% | -44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling