-29.7%
PINS vs ALM
+14.6%
-44.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.5% |
| 7D | -9.4% | -7.2% | -2.2% | -9.4% |
| 30D | -10.2% | -26.4% | +16.1% | -10.5% |
| 3M | -19.0% | -38.6% | +19.6% | -19.3% |
| 6M | -7.4% | -61.0% | +53.6% | -7.9% |
| YTD | -25.7% | -7.4% | -18.3% | -25.6% |
| 1Y | -29.7% | +14.0% | -43.7% | -30.2% |
| All | -29.7% | +14.6% | -44.3% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling