-58.4%
PINS vs ATI
+994.1%
-1,052.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | -3.4% | +13.0% | -16.3% | -5.9% |
| 30D | -14.5% | +0.2% | -14.7% | -14.8% |
| 3M | -16.5% | -17.5% | +1.0% | -13.5% |
| 6M | -7.0% | +18.1% | -25.1% | -11.9% |
| YTD | -26.1% | +65.7% | -91.9% | -36.9% |
| 1Y | -30.0% | +91.9% | -121.9% | -42.7% |
| 3Y | -38.5% | +335.2% | -373.7% | -61.9% |
| 5Y | -58.4% | +1,004.3% | -1,062.7% | -78.0% |
| All | -58.4% | +994.1% | -1,052.5% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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