-23.6%
PINS vs AVTR
+1.7%
-25.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -1.6% |
| 7D | -12.0% | +2.7% | -14.7% | -12.9% |
| 30D | -12.7% | +12.1% | -24.7% | -16.4% |
| 3M | -5.5% | +57.2% | -62.8% | -21.1% |
| 6M | +5.3% | +73.1% | -67.8% | -15.6% |
| YTD | -21.2% | +30.6% | -51.8% | -30.1% |
| 1Y | -45.0% | +13.5% | -58.5% | -50.0% |
| 3Y | -26.2% | -31.0% | +4.8% | -23.5% |
| 5Y | -64.0% | -63.2% | -0.7% | -49.5% |
| All | -23.6% | +1.7% | -25.3% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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