-16.4%
PINS vs ATI
+710.8%
-727.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.1% | -2.9% |
| 7D | -12.0% | -0.1% | -12.0% | -12.0% |
| 30D | -12.7% | +2.7% | -15.4% | -13.4% |
| 3M | -5.5% | +16.3% | -21.8% | -9.7% |
| 6M | +5.3% | +30.2% | -24.9% | -3.1% |
| YTD | -21.2% | +83.6% | -104.8% | -34.0% |
| 1Y | -45.0% | +173.0% | -218.0% | -58.8% |
| 3Y | -26.2% | +356.6% | -382.9% | -53.6% |
| 5Y | -64.0% | +1,074.2% | -1,138.1% | -82.7% |
| All | -16.4% | +710.8% | -727.2% | -61.6% |
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