-21.9%
PINS vs ALC
+38.8%
-60.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.4% |
| 7D | -6.2% | +2.1% | -8.2% | -7.2% |
| 30D | -10.9% | +17.2% | -28.1% | -18.5% |
| 3M | -19.5% | +4.6% | -24.1% | -21.6% |
| 6M | -10.4% | +20.1% | -30.5% | -19.8% |
| YTD | -26.4% | -4.2% | -22.2% | -25.9% |
| 1Y | -29.6% | +2.1% | -31.7% | -31.9% |
| 3Y | -39.0% | +4.5% | -43.5% | -45.0% |
| 5Y | -59.1% | -12.3% | -46.8% | -59.2% |
| All | -21.9% | +38.8% | -60.7% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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