-46.9%
PINS vs DD
+37.3%
-84.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -5.2% | -0.6% | -4.6% | -5.3% |
| 30D | -14.9% | -7.4% | -7.5% | -15.4% |
| 3M | -8.4% | -6.4% | -2.0% | -8.9% |
| 6M | +0.6% | -2.5% | +3.1% | 0.0% |
| YTD | -22.2% | +10.2% | -32.5% | -23.5% |
| 1Y | -46.9% | +36.9% | -83.9% | -51.6% |
| All | -46.9% | +37.3% | -84.2% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling