-58.4%
PINS vs APD
+15.4%
-73.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -3.4% | +2.2% | -5.6% | -4.1% |
| 30D | -14.5% | +9.4% | -24.0% | -17.2% |
| 3M | -16.5% | +4.7% | -21.2% | -17.9% |
| 6M | -7.0% | +5.5% | -12.5% | -9.1% |
| YTD | -26.1% | +31.4% | -57.6% | -34.4% |
| 1Y | -30.0% | +24.1% | -54.1% | -36.6% |
| 3Y | -38.5% | +28.8% | -67.2% | -47.1% |
| 5Y | -58.4% | +15.8% | -74.2% | -71.4% |
| All | -58.4% | +15.4% | -73.8% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling