-27.9%
PINS vs BURL
-7.8%
-20.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -4.0% |
| 7D | -2.1% | +4.1% | -6.1% | -2.3% |
| 30D | -6.6% | -9.5% | +2.8% | -6.0% |
| 3M | -18.7% | -33.5% | +14.8% | -18.3% |
| 6M | -10.4% | -22.1% | +11.7% | -9.5% |
| YTD | -26.8% | -14.6% | -12.2% | -25.6% |
| 1Y | -27.9% | -8.4% | -19.5% | -26.1% |
| All | -27.9% | -7.8% | -20.0% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling