-65.0%
PINS vs BROS
+3.9%
-68.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -3.7% |
| 7D | -2.1% | -21.2% | +19.2% | +3.0% |
| 30D | -6.6% | -11.6% | +4.9% | -4.5% |
| 3M | -18.7% | -36.7% | +17.9% | -10.5% |
| 6M | -10.4% | -42.8% | +32.4% | -0.3% |
| YTD | -26.8% | -44.8% | +18.1% | -18.7% |
| 1Y | -27.9% | -36.5% | +8.7% | -22.7% |
| 3Y | -38.7% | +27.0% | -65.6% | -47.7% |
| 5Y | -59.0% | -50.3% | -8.7% | -61.6% |
| All | -65.0% | +3.9% | -68.9% | -66.4% |
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