-59.3%
PINS vs BP
+103.6%
-162.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | -2.1% | -11.6% | +9.6% | -0.2% |
| 30D | -6.6% | 0.0% | -6.7% | -6.9% |
| 3M | -18.7% | +6.7% | -25.5% | -20.2% |
| 6M | -10.4% | +2.2% | -12.6% | -11.5% |
| YTD | -26.8% | +33.0% | -59.7% | -32.8% |
| 1Y | -27.9% | +30.7% | -58.6% | -33.5% |
| 3Y | -38.7% | +44.2% | -82.9% | -46.3% |
| All | -59.3% | +103.6% | -162.9% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 5y: compounded portfolio wealth divided by compounded BP 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…
5y analysis · Full analysis span regression · 6 months rolling