-22.3%
PINS vs AME
+178.7%
-201.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.5% | -6.7% | -5.8% |
| 7D | -2.1% | -5.2% | +3.1% | +1.0% |
| 30D | -6.6% | -8.0% | +1.4% | -2.0% |
| 3M | -18.7% | -8.9% | -9.8% | -14.7% |
| 6M | -10.4% | -5.0% | -5.4% | -9.4% |
| YTD | -26.8% | +11.9% | -38.7% | -35.1% |
| 1Y | -27.9% | +16.6% | -44.5% | -38.1% |
| 3Y | -38.7% | +62.5% | -101.2% | -59.9% |
| 5Y | -59.0% | +67.6% | -126.6% | -74.2% |
| All | -22.3% | +178.7% | -201.0% | -68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling