-27.9%
PINS vs DT
-8.7%
-19.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.0% |
| 7D | -2.1% | -24.7% | +22.6% | +5.6% |
| 30D | -6.6% | -27.4% | +20.7% | +1.9% |
| 3M | -18.7% | -11.1% | -7.6% | -17.1% |
| 6M | -10.4% | +13.7% | -24.1% | -17.9% |
| YTD | -26.8% | +0.2% | -27.0% | -30.0% |
| 1Y | -27.9% | -5.7% | -22.2% | -28.5% |
| All | -27.9% | -8.7% | -19.1% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling