-58.4%
PINS vs AME
+79.2%
-137.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.9% |
| 7D | -3.4% | +8.1% | -11.5% | -7.8% |
| 30D | -14.5% | -3.8% | -10.8% | -13.0% |
| 3M | -16.5% | -6.6% | -9.9% | -13.8% |
| 6M | -7.0% | +4.6% | -11.6% | -11.5% |
| YTD | -26.1% | +17.9% | -44.1% | -37.1% |
| 1Y | -30.0% | +23.2% | -53.2% | -42.5% |
| 3Y | -38.5% | +62.9% | -101.4% | -61.8% |
| 5Y | -58.4% | +77.5% | -135.9% | -80.7% |
| All | -58.4% | +79.2% | -137.6% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling