-22.3%
PINS vs ALM
+455.2%
-477.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.1% | -6.3% | -4.3% |
| 7D | -2.1% | -6.7% | +4.6% | -1.8% |
| 30D | -6.6% | -32.9% | +26.2% | -5.4% |
| 3M | -18.7% | -39.5% | +20.8% | -17.5% |
| 6M | -10.4% | -62.0% | +51.6% | -7.9% |
| YTD | -26.8% | -7.8% | -18.9% | -28.0% |
| 1Y | -27.9% | +26.7% | -54.5% | -30.2% |
| 3Y | -38.7% | +825.4% | -864.0% | -46.2% |
| 5Y | -59.0% | +401.2% | -460.2% | -63.6% |
| All | -22.3% | +455.2% | -477.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling