-28.6%
PINS vs DD
+28.6%
-57.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -3.4% | +6.7% | -10.1% | -3.4% |
| 30D | -14.5% | +19.4% | -33.9% | -14.2% |
| 3M | -16.5% | +7.6% | -24.1% | -16.5% |
| 6M | -7.0% | +2.9% | -9.9% | -7.1% |
| YTD | -26.1% | +29.9% | -56.0% | -32.8% |
| All | -28.6% | +28.6% | -57.2% | -34.8% |
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