-29.1%
PINS vs BURL
+63.9%
-93.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.8% |
| 7D | -12.0% | -2.8% | -9.2% | -11.4% |
| 30D | -12.7% | -28.2% | +15.5% | -5.6% |
| 3M | -5.5% | -17.6% | +12.1% | -1.3% |
| 6M | +5.3% | -11.8% | +17.0% | +7.1% |
| YTD | -21.2% | -8.1% | -13.1% | -21.0% |
| 1Y | -45.0% | -12.0% | -33.1% | -44.6% |
| All | -29.1% | +63.9% | -93.0% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling