-22.3%
PINS vs BBWI
+24.7%
-47.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.3% | -0.9% | -3.3% |
| 7D | -2.1% | -6.2% | +4.1% | -0.3% |
| 30D | -6.6% | +19.9% | -26.6% | -11.3% |
| 3M | -18.7% | +7.1% | -25.9% | -20.9% |
| 6M | -10.4% | +13.7% | -24.1% | -14.9% |
| YTD | -26.8% | +9.6% | -36.4% | -31.1% |
| 1Y | -27.9% | -1.6% | -26.2% | -31.1% |
| 3Y | -38.7% | -25.9% | -12.8% | -39.8% |
| 5Y | -59.0% | -67.8% | +8.8% | -51.4% |
| All | -22.3% | +24.7% | -47.0% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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