-22.3%
PINS vs DRI
+144.2%
-166.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.7% |
| 7D | -2.1% | +2.8% | -4.9% | -3.2% |
| 30D | -6.6% | +13.3% | -19.9% | -11.6% |
| 3M | -18.7% | +8.2% | -26.9% | -21.7% |
| 6M | -10.4% | +17.5% | -27.9% | -17.4% |
| YTD | -26.8% | +26.9% | -53.7% | -35.5% |
| 1Y | -27.9% | +31.6% | -59.4% | -37.6% |
| 3Y | -38.7% | +67.0% | -105.6% | -53.5% |
| 5Y | -59.0% | +72.9% | -131.9% | -69.7% |
| All | -22.3% | +144.2% | -166.5% | -58.7% |
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