-63.0%
PINS vs DTE
+35.6%
-98.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.2% |
| 7D | -5.2% | +0.9% | -6.1% | -5.2% |
| 30D | -14.9% | -1.9% | -13.1% | -15.0% |
| 3M | -8.4% | -3.3% | -5.1% | -8.6% |
| 6M | +0.6% | -7.1% | +7.8% | +0.5% |
| YTD | -22.2% | +8.1% | -30.3% | -22.8% |
| 1Y | -46.9% | +5.3% | -52.2% | -47.3% |
| 3Y | -26.9% | +48.2% | -75.1% | -30.2% |
| 5Y | -63.0% | +33.2% | -96.2% | -64.8% |
| All | -63.0% | +35.6% | -98.6% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling