-21.5%
PINS vs ALC
+36.9%
-58.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -1.6% |
| 7D | +1.0% | -1.1% | +2.1% | +1.5% |
| 30D | -12.0% | +16.0% | -28.0% | -19.0% |
| 3M | -17.9% | +0.8% | -18.7% | -18.4% |
| 6M | -1.0% | +16.8% | -17.9% | -10.1% |
| YTD | -26.0% | -5.5% | -20.5% | -25.1% |
| 1Y | -28.5% | -5.3% | -23.2% | -27.7% |
| 3Y | -39.2% | +4.1% | -43.3% | -45.1% |
| 5Y | -58.3% | -7.1% | -51.3% | -59.8% |
| All | -21.5% | +36.9% | -58.4% | -41.4% |
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