-73.8%
PINS vs COMP
-47.7%
-26.1%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -12.0% | +1.4% | -13.4% | -12.3% |
| 30D | -12.7% | -13.3% | +0.7% | -10.2% |
| 3M | -5.5% | +41.1% | -46.6% | -12.7% |
| 6M | +5.3% | +17.2% | -11.9% | -0.8% |
| YTD | -21.2% | +5.2% | -26.4% | -24.3% |
| 1Y | -45.0% | +18.9% | -64.0% | -49.2% |
| 3Y | -26.2% | +215.9% | -242.1% | -50.6% |
| 5Y | -64.0% | -31.2% | -32.8% | -70.8% |
| All | -73.8% | -47.7% | -26.1% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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