-59.3%
PINS vs ALLE
+49.9%
-109.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.8% |
| 7D | -2.1% | -0.6% | -1.5% | -1.7% |
| 30D | -6.6% | +25.3% | -32.0% | -16.3% |
| 3M | -18.7% | +10.3% | -29.0% | -22.7% |
| 6M | -10.4% | +38.0% | -48.4% | -24.2% |
| YTD | -26.8% | +17.8% | -44.5% | -34.0% |
| 1Y | -27.9% | +13.6% | -41.5% | -33.6% |
| 3Y | -38.7% | +89.2% | -127.9% | -61.8% |
| All | -59.3% | +49.9% | -109.2% | -71.7% |
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