-23.0%
PINS vs BBY
+60.3%
-83.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.7% | +2.7% |
| 7D | -9.9% | +0.7% | -10.6% | -10.2% |
| 30D | -20.9% | +5.8% | -26.7% | -23.2% |
| 3M | -13.7% | +18.0% | -31.7% | -20.7% |
| 6M | -3.0% | +39.8% | -42.9% | -19.3% |
| YTD | -27.5% | +35.4% | -62.9% | -39.1% |
| 1Y | -46.8% | +21.4% | -68.2% | -53.3% |
| 3Y | -31.8% | +39.5% | -71.4% | -48.7% |
| 5Y | -65.4% | -0.5% | -64.9% | -69.7% |
| All | -23.0% | +60.3% | -83.4% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling