-21.9%
PINS vs AME
+190.4%
-212.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -2.1% |
| 7D | -6.2% | -1.5% | -4.6% | -5.6% |
| 30D | -10.9% | -4.2% | -6.8% | -9.0% |
| 3M | -19.5% | -5.9% | -13.6% | -17.2% |
| 6M | -10.4% | +2.8% | -13.2% | -14.0% |
| YTD | -26.4% | +16.6% | -42.9% | -36.5% |
| 1Y | -29.6% | +22.1% | -51.8% | -41.4% |
| 3Y | -39.0% | +64.7% | -103.7% | -60.4% |
| 5Y | -59.1% | +76.6% | -135.7% | -75.2% |
| All | -21.9% | +190.4% | -212.3% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling