-16.4%
PINS vs BTI
+137.0%
-153.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.8% |
| 7D | -12.0% | -1.4% | -10.6% | -11.7% |
| 30D | -12.7% | -6.6% | -6.1% | -11.0% |
| 3M | -5.5% | -3.0% | -2.5% | -5.1% |
| 6M | +5.3% | -6.7% | +11.9% | +6.2% |
| YTD | -21.2% | +0.6% | -21.8% | -22.7% |
| 1Y | -45.0% | +5.6% | -50.6% | -47.2% |
| 3Y | -26.2% | +110.3% | -136.5% | -47.8% |
| 5Y | -64.0% | +114.3% | -178.2% | -75.0% |
| All | -16.4% | +137.0% | -153.3% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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