-18.9%
PINS vs APD
+85.8%
-104.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.9% | -3.8% | -5.3% |
| 7D | -0.7% | -0.7% | +0.1% | -0.2% |
| 30D | -1.2% | +10.1% | -11.3% | -5.7% |
| 3M | -15.3% | +4.9% | -20.2% | -17.3% |
| 6M | -11.2% | +2.5% | -13.6% | -13.1% |
| YTD | -23.6% | +27.8% | -51.3% | -33.8% |
| 1Y | -23.1% | +32.9% | -56.0% | -35.4% |
| 3Y | -36.0% | +13.4% | -49.4% | -43.8% |
| 5Y | -57.2% | +12.8% | -70.0% | -63.5% |
| All | -18.9% | +85.8% | -104.7% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling