-18.9%
PINS vs D
+28.3%
-47.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.6% | -6.7% |
| 7D | -0.7% | +6.9% | -7.6% | -2.0% |
| 30D | -1.2% | +12.3% | -13.5% | -3.6% |
| 3M | -15.3% | +3.0% | -18.3% | -15.9% |
| 6M | -11.2% | +12.8% | -24.0% | -13.7% |
| YTD | -23.6% | +22.6% | -46.1% | -27.7% |
| 1Y | -23.1% | +21.7% | -44.8% | -27.2% |
| 3Y | -36.0% | +83.9% | -120.0% | -48.1% |
| 5Y | -57.2% | +14.0% | -71.1% | -59.5% |
| All | -18.9% | +28.3% | -47.2% | -17.5% |
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