-18.9%
PINS vs ALM
+443.6%
-462.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -9.6% | +2.8% | -6.4% |
| 7D | -0.7% | -14.5% | +13.9% | -0.1% |
| 30D | -1.2% | -39.0% | +37.8% | +0.5% |
| 3M | -15.3% | -40.3% | +25.0% | -14.0% |
| 6M | -11.2% | -60.3% | +49.1% | -8.8% |
| YTD | -23.6% | -9.8% | -13.8% | -24.8% |
| 1Y | -23.1% | +30.8% | -53.9% | -25.8% |
| 3Y | -36.0% | +772.4% | -808.5% | -43.8% |
| 5Y | -57.2% | +390.7% | -447.9% | -62.0% |
| All | -18.9% | +443.6% | -462.5% | -39.1% |
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