-45.7%
PINS vs AS
+120.4%
-166.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.7% | -3.1% |
| 7D | -12.0% | -4.9% | -7.1% | -10.9% |
| 30D | -12.7% | -19.6% | +6.9% | -7.7% |
| 3M | -5.5% | -14.4% | +8.9% | -2.0% |
| 6M | +5.3% | -20.1% | +25.4% | +10.5% |
| YTD | -21.2% | -20.9% | -0.3% | -17.3% |
| 1Y | -45.0% | -21.9% | -23.2% | -42.4% |
| All | -45.7% | +120.4% | -166.1% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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