-57.9%
PINS vs DTE
+45.2%
-103.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.6% |
| 7D | -6.9% | +3.5% | -10.4% | -6.7% |
| 30D | -11.4% | +9.5% | -21.0% | -10.9% |
| 3M | -22.2% | +2.5% | -24.8% | -22.1% |
| 6M | -10.9% | +0.6% | -11.5% | -10.9% |
| YTD | -26.8% | +10.5% | -37.3% | -27.2% |
| 1Y | -29.8% | +3.3% | -33.2% | -30.0% |
| 3Y | -39.0% | +56.3% | -95.3% | -41.4% |
| All | -57.9% | +45.2% | -103.1% | -57.6% |
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 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