-16.4%
PINS vs BBWI
+13.9%
-30.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.9% |
| 7D | -12.0% | +1.5% | -13.5% | -12.4% |
| 30D | -12.7% | -5.2% | -7.5% | -11.8% |
| 3M | -5.5% | +11.1% | -16.6% | -8.9% |
| 6M | +5.3% | -13.4% | +18.6% | +6.9% |
| YTD | -21.2% | +0.1% | -21.3% | -23.8% |
| 1Y | -45.0% | -36.1% | -8.9% | -40.7% |
| 3Y | -26.2% | -44.1% | +17.9% | -21.4% |
| 5Y | -64.0% | -66.2% | +2.3% | -57.6% |
| All | -16.4% | +13.9% | -30.3% | -29.6% |
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