-25.1%
PINS vs BRO
+131.6%
-156.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.4% | -6.8% | -7.7% |
| 7D | -13.9% | -7.6% | -6.2% | -9.4% |
| 30D | -25.0% | -6.9% | -18.1% | -21.6% |
| 3M | -16.6% | +12.8% | -29.4% | -23.3% |
| 6M | -7.0% | -5.9% | -1.1% | -4.6% |
| YTD | -29.4% | -15.9% | -13.5% | -22.4% |
| 1Y | -49.9% | -28.1% | -21.8% | -39.3% |
| 3Y | -33.6% | -7.0% | -26.6% | -37.8% |
| 5Y | -66.8% | +18.0% | -84.8% | -75.1% |
| All | -25.1% | +131.6% | -156.7% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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