-16.4%
PINS vs AON
+96.2%
-112.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.5% |
| 7D | -12.0% | -9.1% | -2.9% | -7.3% |
| 30D | -12.7% | -10.2% | -2.4% | -7.3% |
| 3M | -5.5% | +0.5% | -6.0% | -6.3% |
| 6M | +5.3% | -4.8% | +10.1% | +7.4% |
| YTD | -21.2% | -8.0% | -13.2% | -18.7% |
| 1Y | -45.0% | -13.1% | -32.0% | -41.6% |
| 3Y | -26.2% | -1.3% | -24.9% | -29.9% |
| 5Y | -64.0% | +14.9% | -78.9% | -69.4% |
| All | -16.4% | +96.2% | -112.6% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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