-16.4%
PINS vs DD
+45.6%
-62.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.3% |
| 7D | -12.0% | -3.5% | -8.5% | -10.5% |
| 30D | -12.7% | -10.3% | -2.4% | -8.3% |
| 3M | -5.5% | -7.5% | +2.0% | -2.6% |
| 6M | +5.3% | -8.0% | +13.3% | +7.6% |
| YTD | -21.2% | +10.5% | -31.7% | -27.3% |
| 1Y | -45.0% | +38.3% | -83.3% | -55.4% |
| 3Y | -26.2% | +42.5% | -68.7% | -42.3% |
| 5Y | -64.0% | +60.2% | -124.1% | -73.8% |
| All | -16.4% | +45.6% | -62.0% | -51.7% |
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