-16.4%
PINS vs DLR
+102.2%
-118.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -12.0% | +1.6% | -13.6% | -12.7% |
| 30D | -12.7% | -3.4% | -9.3% | -11.5% |
| 3M | -5.5% | +0.5% | -6.0% | -6.8% |
| 6M | +5.3% | +4.6% | +0.7% | +1.2% |
| YTD | -21.2% | +23.4% | -44.6% | -30.8% |
| 1Y | -45.0% | +19.0% | -64.1% | -51.0% |
| 3Y | -26.2% | +56.5% | -82.7% | -44.8% |
| 5Y | -64.0% | +33.3% | -97.3% | -71.1% |
| All | -16.4% | +102.2% | -118.6% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling