-18.9%
PINS vs ARMK
+142.9%
-161.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.9% | -2.9% | -5.1% |
| 7D | -0.7% | -10.2% | +9.6% | +3.9% |
| 30D | -1.2% | -9.3% | +8.1% | +2.6% |
| 3M | -15.3% | -11.4% | -3.9% | -11.4% |
| 6M | -11.2% | +11.6% | -22.8% | -16.5% |
| YTD | -23.6% | +37.5% | -61.0% | -34.9% |
| 1Y | -23.1% | +34.9% | -58.1% | -34.1% |
| 3Y | -36.0% | +83.4% | -119.5% | -53.5% |
| 5Y | -57.2% | +87.9% | -145.1% | -69.2% |
| All | -18.9% | +142.9% | -161.8% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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