-21.5%
PINS vs DVA
+241.7%
-263.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +1.0% | -8.8% | +9.8% | +2.3% |
| 30D | -12.0% | -3.4% | -8.6% | -11.7% |
| 3M | -17.9% | -2.6% | -15.3% | -17.8% |
| 6M | -1.0% | -11.9% | +10.8% | +0.5% |
| YTD | -26.0% | +53.6% | -79.7% | -32.1% |
| 1Y | -28.5% | +41.9% | -70.3% | -33.3% |
| 3Y | -39.2% | +97.5% | -136.7% | -48.1% |
| 5Y | -58.3% | +65.0% | -123.3% | -64.5% |
| All | -21.5% | +241.7% | -263.3% | -46.5% |
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