-39.3%
PINS vs DD
+89.9%
-129.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -3.4% | +6.7% | -10.1% | -5.7% |
| 30D | -14.5% | +19.4% | -33.9% | -19.9% |
| 3M | -16.5% | +7.6% | -24.1% | -18.8% |
| 6M | -7.0% | +2.9% | -9.9% | -8.5% |
| YTD | -26.1% | +29.9% | -56.0% | -36.3% |
| 1Y | -30.0% | +28.6% | -58.7% | -39.4% |
| All | -39.3% | +89.9% | -129.2% | -61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling