-62.4%
PINS vs BROS
+43.3%
-105.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | -12.0% | -6.7% | -5.4% | -10.7% |
| 30D | -12.7% | -29.1% | +16.4% | -6.4% |
| 3M | -5.5% | -16.7% | +11.2% | -2.7% |
| 6M | +5.3% | -11.6% | +16.9% | +6.1% |
| YTD | -21.2% | -23.9% | +2.7% | -18.2% |
| 1Y | -45.0% | -34.8% | -10.3% | -41.3% |
| 3Y | -26.2% | +62.1% | -88.3% | -40.1% |
| All | -62.4% | +43.3% | -105.7% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling