-59.3%
PINS vs DT
-43.6%
-15.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.8% |
| 7D | -2.1% | -24.7% | +22.6% | +15.0% |
| 30D | -6.6% | -27.4% | +20.7% | +11.9% |
| 3M | -18.7% | -11.1% | -7.6% | -15.0% |
| 6M | -10.4% | +13.7% | -24.1% | -22.7% |
| YTD | -26.8% | +0.2% | -27.0% | -32.4% |
| 1Y | -27.9% | -5.7% | -22.2% | -30.5% |
| 3Y | -38.7% | -8.1% | -30.6% | -41.6% |
| All | -59.3% | -43.6% | -15.7% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling