-29.4%
PINS vs ALM
+21.0%
-50.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.1% | -7.5% | +0.6% |
| 7D | -6.2% | +0.7% | -6.9% | -6.1% |
| 30D | -10.9% | -26.1% | +15.1% | -11.2% |
| 3M | -19.5% | -38.1% | +18.6% | -19.9% |
| 6M | -10.4% | -55.4% | +45.0% | -10.7% |
| YTD | -26.4% | -0.4% | -26.0% | -26.2% |
| All | -29.4% | +21.0% | -50.5% | -29.8% |
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