-22.3%
PINS vs ALC
+38.4%
-60.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -3.0% |
| 7D | -2.1% | +4.9% | -7.0% | -4.6% |
| 30D | -6.6% | +19.0% | -25.6% | -15.3% |
| 3M | -18.7% | +7.8% | -26.5% | -22.2% |
| 6M | -10.4% | +14.6% | -25.0% | -17.6% |
| YTD | -26.8% | -4.4% | -22.3% | -26.2% |
| 1Y | -27.9% | +1.4% | -29.3% | -30.0% |
| 3Y | -38.7% | +2.5% | -41.2% | -43.9% |
| 5Y | -59.0% | -10.9% | -48.1% | -59.5% |
| All | -22.3% | +38.4% | -60.7% | -42.3% |
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