-39.3%
PINS vs AME
+63.5%
-102.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.8% |
| 7D | -3.4% | +8.1% | -11.5% | -5.9% |
| 30D | -14.5% | -3.8% | -10.8% | -13.6% |
| 3M | -16.5% | -6.6% | -9.9% | -14.8% |
| 6M | -7.0% | +4.6% | -11.6% | -9.7% |
| YTD | -26.1% | +17.9% | -44.1% | -34.0% |
| 1Y | -30.0% | +23.2% | -53.2% | -39.2% |
| All | -39.3% | +63.5% | -102.8% | -56.2% |
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