-29.8%
PINS vs ALM
+12.3%
-42.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.2% | +6.7% | -0.6% |
| 7D | -6.9% | -6.3% | -0.6% | -6.9% |
| 30D | -11.4% | -31.4% | +20.0% | -11.8% |
| 3M | -22.2% | -40.6% | +18.3% | -22.6% |
| 6M | -10.9% | -58.6% | +47.7% | -11.3% |
| YTD | -26.8% | -7.6% | -19.2% | -26.6% |
| 1Y | -29.8% | +13.8% | -43.7% | -30.2% |
| All | -29.8% | +12.3% | -42.1% | -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