-58.4%
PINS vs DRI
+78.5%
-136.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -3.4% | -0.3% | -3.0% | -3.2% |
| 30D | -14.5% | +10.8% | -25.4% | -19.0% |
| 3M | -16.5% | +0.9% | -17.4% | -17.1% |
| 6M | -7.0% | +16.3% | -23.3% | -15.3% |
| YTD | -26.1% | +27.8% | -53.9% | -37.4% |
| 1Y | -30.0% | +33.9% | -63.9% | -42.6% |
| 3Y | -38.5% | +67.2% | -105.7% | -58.8% |
| 5Y | -58.4% | +79.0% | -137.4% | -77.4% |
| All | -58.4% | +78.5% | -136.9% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 5y: compounded portfolio wealth divided by compounded DRI 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…
5y analysis · Full analysis span regression · 6 months rolling