-22.3%
PINS vs DLR
+88.3%
-110.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | -2.1% | -3.6% | +1.5% | -0.4% |
| 30D | -6.6% | -3.5% | -3.2% | -5.3% |
| 3M | -18.7% | -8.9% | -9.8% | -15.7% |
| 6M | -10.4% | -11.6% | +1.2% | -6.7% |
| YTD | -26.8% | +14.9% | -41.7% | -33.9% |
| 1Y | -27.9% | +6.4% | -34.3% | -32.3% |
| 3Y | -38.7% | +47.3% | -85.9% | -53.0% |
| 5Y | -59.0% | +32.8% | -91.8% | -67.3% |
| All | -22.3% | +88.3% | -110.6% | -50.1% |
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