-39.2%
PINS vs AWK
+31.5%
-70.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.6% |
| 7D | +1.0% | +0.1% | +0.9% | +1.1% |
| 30D | -12.0% | +14.3% | -26.3% | -7.6% |
| 3M | -17.9% | +10.3% | -28.2% | -14.8% |
| 6M | -1.0% | +18.9% | -20.0% | +6.1% |
| YTD | -26.0% | +17.7% | -43.7% | -20.3% |
| 1Y | -28.5% | +16.9% | -45.3% | -23.1% |
| 3Y | -39.2% | +32.2% | -71.4% | -36.4% |
| All | -39.2% | +31.5% | -70.7% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 3y: compounded portfolio wealth divided by compounded AWK 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…
3y analysis · Full analysis span regression · 6 months rolling