-29.1%
PINS vs AME
+50.7%
-79.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.7% |
| 7D | -12.0% | +0.6% | -12.7% | -12.2% |
| 30D | -12.7% | -6.7% | -6.0% | -10.4% |
| 3M | -5.5% | +4.1% | -9.6% | -7.8% |
| 6M | +5.3% | +1.6% | +3.7% | +3.2% |
| YTD | -21.2% | +16.1% | -37.3% | -29.1% |
| 1Y | -45.0% | +27.3% | -72.4% | -53.5% |
| All | -29.1% | +50.7% | -79.9% | -53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling