-22.3%
PINS vs DLTR
+29.6%
-51.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.3% |
| 7D | -6.9% | +5.0% | -12.0% | -8.2% |
| 30D | -11.4% | +18.7% | -30.2% | -15.6% |
| 3M | -22.2% | +8.9% | -31.1% | -24.2% |
| 6M | -10.9% | +49.4% | -60.3% | -20.8% |
| YTD | -26.8% | +14.5% | -41.3% | -30.4% |
| 1Y | -29.8% | +32.5% | -62.3% | -36.3% |
| 3Y | -39.0% | +23.4% | -62.5% | -45.7% |
| 5Y | -58.7% | +26.2% | -84.8% | -64.9% |
| All | -22.3% | +29.6% | -51.9% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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