-21.9%
PINS vs DLR
+94.7%
-116.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | -1.0% |
| 7D | -6.2% | +2.4% | -8.5% | -7.1% |
| 30D | -10.9% | +0.7% | -11.7% | -11.4% |
| 3M | -19.5% | -6.4% | -13.1% | -17.6% |
| 6M | -10.4% | -6.5% | -3.9% | -9.1% |
| YTD | -26.4% | +18.8% | -45.2% | -34.5% |
| 1Y | -29.6% | +9.0% | -38.7% | -34.7% |
| 3Y | -39.0% | +54.5% | -93.5% | -54.4% |
| 5Y | -59.1% | +35.8% | -95.0% | -67.7% |
| All | -21.9% | +94.7% | -116.6% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling