-63.4%
PINS vs AME
+82.5%
-145.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -3.1% |
| 7D | -12.0% | +0.6% | -12.7% | -12.4% |
| 30D | -12.7% | -6.7% | -6.0% | -9.1% |
| 3M | -5.5% | +4.1% | -9.6% | -8.9% |
| 6M | +5.3% | +1.6% | +3.7% | +2.0% |
| YTD | -21.2% | +16.1% | -37.3% | -31.6% |
| 1Y | -45.0% | +27.3% | -72.4% | -56.0% |
| 3Y | -26.2% | +50.9% | -77.1% | -50.4% |
| All | -63.4% | +82.5% | -145.9% | -82.3% |
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 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