-22.3%
PINS vs ALM
+456.6%
-478.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.2% | +6.7% | -0.3% |
| 7D | -6.9% | -6.3% | -0.6% | -6.7% |
| 30D | -11.4% | -31.4% | +20.0% | -10.3% |
| 3M | -22.2% | -40.6% | +18.3% | -21.0% |
| 6M | -10.9% | -58.6% | +47.7% | -8.7% |
| YTD | -26.8% | -7.6% | -19.2% | -28.0% |
| 1Y | -29.8% | +13.8% | -43.7% | -31.8% |
| 3Y | -39.0% | +842.1% | -881.1% | -46.5% |
| 5Y | -58.7% | +407.4% | -466.1% | -63.4% |
| All | -22.3% | +456.6% | -478.9% | -41.7% |
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