-21.5%
PINS vs DBX
+58.5%
-80.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +1.0% | -3.3% | +4.3% | +2.8% |
| 30D | -12.0% | -5.9% | -6.1% | -8.9% |
| 3M | -17.9% | -6.7% | -11.2% | -15.2% |
| 6M | -1.0% | +28.0% | -29.0% | -16.2% |
| YTD | -26.0% | +20.6% | -46.6% | -36.0% |
| 1Y | -28.5% | +10.3% | -38.8% | -34.9% |
| 3Y | -39.2% | +24.0% | -63.2% | -52.1% |
| 5Y | -58.3% | +24.2% | -82.6% | -67.3% |
| All | -21.5% | +58.5% | -80.1% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling