-18.9%
PINS vs ALLE
+119.0%
-137.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.9% | -3.9% | -5.3% |
| 7D | -0.7% | 0.0% | -0.7% | -0.5% |
| 30D | -1.2% | +20.6% | -21.8% | -10.8% |
| 3M | -15.3% | +11.4% | -26.7% | -20.3% |
| 6M | -11.2% | +42.5% | -53.7% | -27.6% |
| YTD | -23.6% | +18.9% | -42.4% | -32.4% |
| 1Y | -23.1% | +14.2% | -37.3% | -30.4% |
| 3Y | -36.0% | +90.7% | -126.7% | -59.3% |
| 5Y | -57.2% | +52.5% | -109.7% | -69.1% |
| All | -18.9% | +119.0% | -137.9% | -56.3% |
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