-23.0%
PINS vs DVA
+255.0%
-278.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.7% | +2.9% |
| 7D | -9.9% | -0.2% | -9.7% | -9.9% |
| 30D | -20.9% | +1.7% | -22.6% | -21.1% |
| 3M | -13.7% | -8.7% | -5.1% | -12.6% |
| 6M | -3.0% | +19.7% | -22.7% | -6.0% |
| YTD | -27.5% | +59.6% | -87.1% | -33.7% |
| 1Y | -46.8% | +37.1% | -83.9% | -50.0% |
| 3Y | -31.8% | +89.8% | -121.6% | -41.4% |
| 5Y | -65.4% | +47.4% | -112.7% | -69.4% |
| All | -23.0% | +255.0% | -278.0% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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