-17.5%
PINS vs DLR
+103.4%
-120.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.6% |
| 7D | -5.2% | +3.4% | -8.6% | -6.7% |
| 30D | -14.9% | -2.2% | -12.7% | -14.2% |
| 3M | -8.4% | +4.7% | -13.1% | -11.4% |
| 6M | +0.6% | +9.0% | -8.4% | -5.2% |
| YTD | -22.2% | +24.1% | -46.4% | -31.9% |
| 1Y | -46.9% | +20.9% | -67.9% | -53.0% |
| 3Y | -26.9% | +60.0% | -86.9% | -45.9% |
| 5Y | -63.0% | +35.3% | -98.3% | -70.5% |
| All | -17.5% | +103.4% | -120.9% | -48.6% |
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