-13.0%
PINS vs ALLE
+125.5%
-138.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.5% | +3.3% |
| 7D | +1.4% | +6.7% | -5.2% | -1.9% |
| 30D | +5.8% | +25.4% | -19.6% | -6.5% |
| 3M | -17.0% | +16.9% | -34.0% | -24.1% |
| 6M | +1.8% | +46.6% | -44.8% | -18.2% |
| YTD | -18.0% | +22.4% | -40.5% | -28.6% |
| 1Y | -35.5% | +17.7% | -53.3% | -42.6% |
| 3Y | -31.4% | +96.3% | -127.8% | -57.0% |
| 5Y | -51.4% | +57.4% | -108.8% | -65.6% |
| All | -13.0% | +125.5% | -138.5% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling