-13.0%
PINS vs BURL
+57.6%
-70.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.7% | -3.5% | +1.4% |
| 7D | +1.4% | +10.4% | -9.0% | -2.3% |
| 30D | +5.8% | -4.9% | +10.7% | +7.6% |
| 3M | -17.0% | -29.8% | +12.7% | -6.2% |
| 6M | +1.8% | -16.5% | +18.2% | +6.6% |
| YTD | -18.0% | -10.5% | -7.5% | -17.0% |
| 1Y | -35.5% | -5.3% | -30.2% | -36.8% |
| 3Y | -31.4% | +95.1% | -126.5% | -52.2% |
| 5Y | -51.4% | -12.1% | -39.3% | -55.4% |
| All | -13.0% | +57.6% | -70.7% | -44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling