-22.3%
PINS vs DD
+62.1%
-84.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.3% | -4.7% |
| 7D | -2.1% | +4.6% | -6.7% | -4.2% |
| 30D | -6.6% | +11.8% | -18.4% | -11.5% |
| 3M | -18.7% | +2.2% | -20.9% | -19.8% |
| 6M | -10.4% | -1.6% | -8.8% | -10.9% |
| YTD | -26.8% | +23.0% | -49.8% | -35.9% |
| 1Y | -27.9% | +26.9% | -54.8% | -37.8% |
| 3Y | -38.7% | +77.9% | -116.6% | -56.9% |
| 5Y | -59.0% | +59.9% | -118.9% | -70.3% |
| All | -22.3% | +62.1% | -84.4% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling