-21.2%
PINS vs ALM
+457.9%
-479.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.5% |
| 7D | -9.4% | -7.2% | -2.2% | -9.1% |
| 30D | -10.2% | -26.4% | +16.1% | -9.3% |
| 3M | -19.0% | -38.6% | +19.6% | -17.9% |
| 6M | -7.4% | -61.0% | +53.6% | -4.8% |
| YTD | -25.7% | -7.4% | -18.3% | -27.0% |
| 1Y | -29.7% | +14.0% | -43.7% | -31.7% |
| 3Y | -38.1% | +844.4% | -882.6% | -45.8% |
| 5Y | -57.3% | +410.8% | -468.1% | -62.2% |
| All | -21.2% | +457.9% | -479.1% | -40.9% |
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