-16.4%
PINS vs BWA
+97.7%
-114.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -4.9% | -3.1% |
| 7D | -12.0% | +5.7% | -17.7% | -13.7% |
| 30D | -12.7% | +1.4% | -14.1% | -13.3% |
| 3M | -5.5% | -12.1% | +6.6% | -2.1% |
| 6M | +5.3% | +28.6% | -23.3% | -6.6% |
| YTD | -21.2% | +51.1% | -72.3% | -36.2% |
| 1Y | -45.0% | +55.9% | -100.9% | -56.4% |
| 3Y | -26.2% | +70.1% | -96.4% | -45.5% |
| 5Y | -64.0% | +90.7% | -154.6% | -75.4% |
| All | -16.4% | +97.7% | -114.1% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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