-63.0%
PINS vs DVA
+38.1%
-101.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.9% | -1.1% |
| 7D | -5.2% | +2.2% | -7.4% | -5.4% |
| 30D | -14.9% | -2.0% | -12.9% | -14.8% |
| 3M | -8.4% | -6.3% | -2.2% | -7.6% |
| 6M | +0.6% | +19.4% | -18.8% | -0.9% |
| YTD | -22.2% | +58.5% | -80.7% | -26.6% |
| 1Y | -46.9% | +33.9% | -80.8% | -48.6% |
| 3Y | -26.9% | +88.4% | -115.3% | -34.3% |
| 5Y | -63.0% | +39.5% | -102.5% | -63.8% |
| All | -63.0% | +38.1% | -101.1% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling