-29.1%
PINS vs APD
+9.1%
-38.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -12.0% | -2.2% | -9.8% | -11.6% |
| 30D | -12.7% | +2.1% | -14.8% | -13.0% |
| 3M | -5.5% | +7.2% | -12.7% | -6.9% |
| 6M | +5.3% | +11.2% | -6.0% | +2.4% |
| YTD | -21.2% | +24.4% | -45.6% | -25.4% |
| 1Y | -45.0% | +6.7% | -51.7% | -46.1% |
| All | -29.1% | +9.1% | -38.2% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling