-63.4%
PINS vs ALLE
+13.7%
-77.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.6% |
| 7D | -12.0% | -0.2% | -11.8% | -11.9% |
| 30D | -12.7% | -6.8% | -5.9% | -9.7% |
| 3M | -5.5% | +21.0% | -26.5% | -15.0% |
| 6M | +5.3% | +1.1% | +4.2% | +3.6% |
| YTD | -21.2% | -0.5% | -20.7% | -22.9% |
| 1Y | -45.0% | -7.3% | -37.8% | -44.0% |
| 3Y | -26.2% | +42.3% | -68.5% | -45.7% |
| All | -63.4% | +13.7% | -77.1% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 5y: compounded portfolio wealth divided by compounded ALLE 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…
5y analysis · Full analysis span regression · 6 months rolling