-22.3%
PINS vs ATI
+576.6%
-598.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.4% | -8.6% | -5.2% |
| 7D | -2.1% | +6.2% | -8.2% | -3.5% |
| 30D | -6.6% | -7.1% | +0.4% | -5.4% |
| 3M | -18.7% | -21.3% | +2.6% | -14.5% |
| 6M | -10.4% | +6.5% | -16.9% | -13.3% |
| YTD | -26.8% | +53.2% | -79.9% | -36.3% |
| 1Y | -27.9% | +82.7% | -110.6% | -40.2% |
| 3Y | -38.7% | +314.3% | -353.0% | -60.7% |
| 5Y | -59.0% | +890.9% | -949.9% | -79.6% |
| All | -22.3% | +576.6% | -598.9% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling