-60.1%
PINS vs APD
+16.4%
-76.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +1.0% | +3.8% | -2.8% | -0.4% |
| 30D | -12.0% | +8.2% | -20.2% | -14.4% |
| 3M | -17.9% | +4.3% | -22.2% | -19.1% |
| 6M | -1.0% | +4.7% | -5.7% | -3.0% |
| YTD | -26.0% | +31.5% | -57.6% | -34.4% |
| 1Y | -28.5% | +23.5% | -52.0% | -35.1% |
| 3Y | -39.2% | +29.1% | -68.3% | -47.9% |
| All | -60.1% | +16.4% | -76.5% | -72.0% |
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