-16.4%
PINS vs DRI
+132.1%
-148.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -1.9% |
| 7D | -12.0% | +0.6% | -12.6% | -12.3% |
| 30D | -12.7% | +3.8% | -16.5% | -14.3% |
| 3M | -5.5% | +13.0% | -18.5% | -11.3% |
| 6M | +5.3% | +8.3% | -3.0% | +0.4% |
| YTD | -21.2% | +20.6% | -41.8% | -29.0% |
| 1Y | -45.0% | +6.5% | -51.5% | -47.8% |
| 3Y | -26.2% | +53.7% | -79.9% | -41.9% |
| 5Y | -64.0% | +72.7% | -136.6% | -73.3% |
| All | -16.4% | +132.1% | -148.5% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling