-22.3%
PINS vs APD
+83.1%
-105.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -3.5% |
| 7D | -2.1% | -3.7% | +1.6% | -0.2% |
| 30D | -6.6% | +9.6% | -16.3% | -10.6% |
| 3M | -18.7% | +1.6% | -20.4% | -19.4% |
| 6M | -10.4% | +2.2% | -12.6% | -12.2% |
| YTD | -26.8% | +25.9% | -52.6% | -36.1% |
| 1Y | -27.9% | +20.1% | -48.0% | -35.8% |
| 3Y | -38.7% | +12.4% | -51.1% | -45.9% |
| 5Y | -59.0% | +11.1% | -70.1% | -64.8% |
| All | -22.3% | +83.1% | -105.4% | -55.6% |
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