-16.4%
PINS vs BR
+73.6%
-90.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | +0.3% |
| 7D | -12.0% | -5.3% | -6.8% | -8.5% |
| 30D | -12.7% | +6.4% | -19.1% | -16.6% |
| 3M | -5.5% | +13.6% | -19.2% | -14.3% |
| 6M | +5.3% | -6.7% | +12.0% | +9.9% |
| YTD | -21.2% | -21.1% | -0.1% | -7.5% |
| 1Y | -45.0% | -29.6% | -15.5% | -29.7% |
| 3Y | -26.2% | -2.4% | -23.8% | -28.9% |
| 5Y | -64.0% | +11.2% | -75.2% | -69.6% |
| All | -16.4% | +73.6% | -90.0% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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