-16.4%
PINS vs D
+21.3%
-37.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -1.9% |
| 7D | -12.0% | +0.4% | -12.5% | -12.1% |
| 30D | -12.7% | -3.6% | -9.1% | -12.0% |
| 3M | -5.5% | -1.0% | -4.5% | -5.4% |
| 6M | +5.3% | +6.3% | -1.0% | +3.4% |
| YTD | -21.2% | +14.7% | -35.9% | -24.3% |
| 1Y | -45.0% | +16.9% | -62.0% | -47.6% |
| 3Y | -26.2% | +56.8% | -83.0% | -37.4% |
| 5Y | -64.0% | +5.2% | -69.2% | -65.2% |
| All | -16.4% | +21.3% | -37.7% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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