-63.4%
PINS vs BP
+128.1%
-191.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -12.0% | +3.9% | -16.0% | -12.7% |
| 30D | -12.7% | +7.6% | -20.3% | -14.0% |
| 3M | -5.5% | +0.7% | -6.2% | -6.0% |
| 6M | +5.3% | +15.5% | -10.2% | +1.0% |
| YTD | -21.2% | +30.8% | -52.0% | -27.3% |
| 1Y | -45.0% | +34.3% | -79.3% | -49.8% |
| 3Y | -26.2% | +35.1% | -61.3% | -34.6% |
| All | -63.4% | +128.1% | -191.5% | -72.4% |
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