-32.7%
PINS vs DT
+72.4%
-105.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.2% |
| 7D | -6.2% | -20.2% | +14.1% | +5.8% |
| 30D | -10.9% | -30.8% | +19.8% | +8.7% |
| 3M | -19.5% | -10.2% | -9.3% | -16.3% |
| 6M | -10.4% | +8.0% | -18.4% | -18.6% |
| YTD | -26.4% | +1.5% | -27.8% | -31.7% |
| 1Y | -29.6% | -6.9% | -22.8% | -31.3% |
| 3Y | -39.0% | -10.9% | -28.1% | -39.9% |
| 5Y | -59.1% | -42.2% | -17.0% | -51.0% |
| All | -32.7% | +72.4% | -105.1% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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