-16.4%
PINS vs ALC
+30.2%
-46.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -0.9% |
| 7D | -12.0% | -2.1% | -9.9% | -11.0% |
| 30D | -12.7% | -0.1% | -12.6% | -12.6% |
| 3M | -5.5% | +5.9% | -11.4% | -8.8% |
| 6M | +5.3% | -15.9% | +21.2% | +14.9% |
| YTD | -21.2% | -10.1% | -11.1% | -17.7% |
| 1Y | -45.0% | -10.2% | -34.8% | -42.8% |
| 3Y | -26.2% | -13.6% | -12.7% | -24.6% |
| 5Y | -64.0% | -15.1% | -48.8% | -63.4% |
| All | -16.4% | +30.2% | -46.6% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling