-73.4%
PINS vs BTDR
+23.8%
-97.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -2.4% |
| 7D | -12.0% | +20.0% | -32.0% | -13.0% |
| 30D | -12.7% | +11.9% | -24.6% | -13.6% |
| 3M | -5.5% | -36.9% | +31.4% | -3.7% |
| 6M | +5.3% | +56.5% | -51.2% | +0.5% |
| YTD | -21.2% | +10.4% | -31.6% | -23.5% |
| 1Y | -45.0% | +3.1% | -48.1% | -47.2% |
| 3Y | -26.2% | -2.6% | -23.6% | -33.8% |
| 5Y | -64.0% | +25.2% | -89.1% | -70.2% |
| All | -73.4% | +23.8% | -97.2% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling