-75.3%
PINS vs BTDR
-35.9%
-39.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.4% |
| 7D | -6.9% | -7.4% | +0.4% | -6.7% |
| 30D | -11.4% | -33.4% | +22.0% | -9.6% |
| 3M | -22.2% | -26.3% | +4.0% | -21.4% |
| 6M | -10.9% | -52.4% | +41.5% | -8.5% |
| YTD | -26.8% | -42.8% | +16.0% | -26.5% |
| 1Y | -29.8% | -63.7% | +33.8% | -27.8% |
| 3Y | -39.0% | +61.5% | -100.5% | -44.2% |
| 5Y | -58.7% | -35.6% | -23.0% | -64.5% |
| All | -75.3% | -35.9% | -39.4% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling