-62.9%
PINS vs BROS
+41.2%
-104.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | -5.2% | -0.9% | -4.3% | -5.1% |
| 30D | -14.9% | -13.5% | -1.5% | -12.3% |
| 3M | -8.4% | -18.4% | +10.0% | -5.3% |
| 6M | +0.6% | -10.6% | +11.2% | +1.2% |
| YTD | -22.2% | -25.1% | +2.8% | -19.0% |
| 1Y | -46.9% | -28.6% | -18.3% | -44.4% |
| 3Y | -26.9% | +65.6% | -92.5% | -41.0% |
| All | -62.9% | +41.2% | -104.0% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BROS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling