-16.4%
PINS vs ALK
-29.9%
+13.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.7% |
| 7D | -12.0% | -0.7% | -11.4% | -11.8% |
| 30D | -12.7% | -19.2% | +6.6% | -6.2% |
| 3M | -5.5% | -1.5% | -4.0% | -6.4% |
| 6M | +5.3% | -13.1% | +18.3% | +7.1% |
| YTD | -21.2% | -16.4% | -4.8% | -19.5% |
| 1Y | -45.0% | -33.1% | -12.0% | -39.4% |
| 3Y | -26.2% | +0.6% | -26.8% | -34.5% |
| 5Y | -64.0% | -26.4% | -37.6% | -64.2% |
| All | -16.4% | -29.9% | +13.5% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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