-22.3%
PINS vs ARWR
+217.5%
-239.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.2% | -5.4% | -4.5% |
| 7D | -2.1% | -2.9% | +0.8% | -1.3% |
| 30D | -6.6% | -5.4% | -1.2% | -5.4% |
| 3M | -18.7% | -32.2% | +13.5% | -11.0% |
| 6M | -10.4% | -26.5% | +16.1% | -5.1% |
| YTD | -26.8% | -12.4% | -14.4% | -26.6% |
| 1Y | -27.9% | +46.9% | -74.7% | -37.9% |
| 3Y | -38.7% | +116.0% | -154.6% | -59.2% |
| 5Y | -59.0% | -28.0% | -31.0% | -64.3% |
| All | -22.3% | +217.5% | -239.8% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling