-39.3%
PINS vs DT
-11.2%
-28.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.2% |
| 7D | -3.4% | +2.7% | -6.1% | -4.6% |
| 30D | -14.5% | -30.4% | +15.8% | +0.1% |
| 3M | -16.5% | -9.4% | -7.1% | -14.5% |
| 6M | -7.0% | +14.5% | -21.5% | -17.5% |
| YTD | -26.1% | +3.6% | -29.7% | -31.4% |
| 1Y | -30.0% | -3.4% | -26.6% | -32.1% |
| All | -39.3% | -11.2% | -28.1% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling