-60.1%
PINS vs BROS
-43.5%
-16.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.5% | -6.3% | -1.6% |
| 7D | +1.0% | +6.3% | -5.3% | -0.8% |
| 30D | -12.0% | -8.3% | -3.6% | -10.5% |
| 3M | -17.9% | -29.8% | +11.9% | -10.5% |
| 6M | -1.0% | -25.8% | +24.8% | +4.5% |
| YTD | -26.0% | -41.4% | +15.3% | -17.8% |
| 1Y | -28.5% | -35.2% | +6.7% | -22.9% |
| 3Y | -39.2% | +32.8% | -72.0% | -52.3% |
| All | -60.1% | -43.5% | -16.6% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling