-21.9%
PINS vs ALM
+500.0%
-521.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.1% | -7.5% | +0.2% |
| 7D | -6.2% | +0.7% | -6.9% | -6.2% |
| 30D | -10.9% | -26.1% | +15.1% | -10.0% |
| 3M | -19.5% | -38.1% | +18.6% | -18.4% |
| 6M | -10.4% | -55.4% | +45.0% | -8.4% |
| YTD | -26.4% | -0.4% | -26.0% | -27.8% |
| 1Y | -29.6% | +25.4% | -55.0% | -31.9% |
| 3Y | -39.0% | +907.8% | -946.8% | -46.7% |
| 5Y | -59.1% | +440.2% | -499.3% | -63.9% |
| All | -21.9% | +500.0% | -521.9% | -41.5% |
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