-21.9%
PINS vs APD
+86.8%
-108.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.5% |
| 7D | -6.2% | -1.6% | -4.6% | -5.3% |
| 30D | -10.9% | +10.6% | -21.5% | -15.1% |
| 3M | -19.5% | +2.5% | -22.0% | -20.5% |
| 6M | -10.4% | +6.0% | -16.3% | -13.8% |
| YTD | -26.4% | +28.4% | -54.8% | -36.4% |
| 1Y | -29.6% | +22.2% | -51.8% | -37.9% |
| 3Y | -39.0% | +26.6% | -65.6% | -49.5% |
| 5Y | -59.1% | +11.8% | -70.9% | -64.9% |
| All | -21.9% | +86.8% | -108.7% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling