-33.0%
PINS vs DT
+70.4%
-103.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.9% |
| 7D | -2.1% | -24.7% | +22.6% | +13.9% |
| 30D | -6.6% | -27.4% | +20.7% | +10.8% |
| 3M | -18.7% | -11.1% | -7.6% | -15.0% |
| 6M | -10.4% | +13.7% | -24.1% | -21.2% |
| YTD | -26.8% | +0.2% | -27.0% | -31.6% |
| 1Y | -27.9% | -5.7% | -22.2% | -30.1% |
| 3Y | -38.7% | -8.1% | -30.6% | -40.7% |
| 5Y | -59.0% | -43.1% | -15.9% | -50.4% |
| All | -33.0% | +70.4% | -103.4% | -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