-21.5%
PINS vs ALM
+462.1%
-483.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.6% | -0.1% |
| 7D | +1.0% | +1.2% | -0.2% | +0.9% |
| 30D | -12.0% | -19.3% | +7.3% | -11.4% |
| 3M | -17.9% | -40.6% | +22.8% | -16.6% |
| 6M | -1.0% | -57.9% | +56.9% | +1.3% |
| YTD | -26.0% | -6.7% | -19.3% | -27.3% |
| 1Y | -28.5% | +20.2% | -48.6% | -30.6% |
| 3Y | -39.2% | +879.4% | -918.6% | -46.8% |
| 5Y | -58.3% | +415.3% | -473.6% | -63.1% |
| All | -21.5% | +462.1% | -483.6% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling