-21.2%
PINS vs DTE
+71.8%
-93.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | -9.4% | +1.6% | -10.9% | -9.9% |
| 30D | -10.2% | +9.1% | -19.3% | -13.4% |
| 3M | -19.0% | +2.4% | -21.4% | -19.9% |
| 6M | -7.4% | -0.2% | -7.1% | -7.9% |
| YTD | -25.7% | +11.0% | -36.8% | -30.6% |
| 1Y | -29.7% | +3.4% | -33.1% | -32.1% |
| 3Y | -38.1% | +57.1% | -95.2% | -53.5% |
| 5Y | -57.3% | +46.6% | -103.8% | -68.2% |
| All | -21.2% | +71.8% | -93.0% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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