-21.2%
PINS vs AME
+192.2%
-213.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.1% |
| 7D | -9.4% | +1.1% | -10.5% | -10.1% |
| 30D | -10.2% | -4.1% | -6.1% | -8.3% |
| 3M | -19.0% | -6.3% | -12.7% | -16.5% |
| 6M | -7.4% | +3.5% | -10.9% | -11.5% |
| YTD | -25.7% | +17.3% | -43.0% | -36.2% |
| 1Y | -29.7% | +22.0% | -51.7% | -41.4% |
| 3Y | -38.1% | +62.0% | -100.1% | -59.2% |
| 5Y | -57.3% | +78.5% | -135.8% | -74.2% |
| All | -21.2% | +192.2% | -213.3% | -68.7% |
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