-16.4%
PINS vs BURL
+61.9%
-78.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -3.1% |
| 7D | -12.0% | -2.8% | -9.2% | -11.1% |
| 30D | -12.7% | -28.2% | +15.5% | -1.7% |
| 3M | -5.5% | -17.6% | +12.1% | +0.8% |
| 6M | +5.3% | -11.8% | +17.0% | +8.1% |
| YTD | -21.2% | -8.1% | -13.1% | -20.7% |
| 1Y | -45.0% | -12.0% | -33.1% | -44.5% |
| 3Y | -26.2% | +63.3% | -89.5% | -44.4% |
| 5Y | -64.0% | -10.8% | -53.1% | -67.0% |
| All | -16.4% | +61.9% | -78.3% | -47.0% |
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