-18.9%
PINS vs ALLY
+63.9%
-82.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.4% | -6.1% |
| 7D | -0.7% | -1.1% | +0.5% | -0.1% |
| 30D | -1.2% | +4.2% | -5.4% | -2.9% |
| 3M | -15.3% | -12.4% | -2.9% | -10.3% |
| 6M | -11.2% | -8.7% | -2.5% | -7.9% |
| YTD | -23.6% | -11.6% | -11.9% | -20.0% |
| 1Y | -23.1% | +0.2% | -23.3% | -24.1% |
| 3Y | -36.0% | +57.1% | -93.1% | -49.7% |
| 5Y | -57.2% | -6.8% | -50.3% | -59.2% |
| All | -18.9% | +63.9% | -82.8% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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