-22.3%
PINS vs BP
+50.5%
-72.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | -2.1% | -11.6% | +9.6% | +1.0% |
| 30D | -6.6% | 0.0% | -6.7% | -7.0% |
| 3M | -18.7% | +6.7% | -25.5% | -20.7% |
| 6M | -10.4% | +2.2% | -12.6% | -12.0% |
| YTD | -26.8% | +33.0% | -59.7% | -34.4% |
| 1Y | -27.9% | +30.7% | -58.6% | -35.0% |
| 3Y | -38.7% | +44.2% | -82.9% | -47.3% |
| 5Y | -59.0% | +105.1% | -164.1% | -69.6% |
| All | -22.3% | +50.5% | -72.8% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling