-16.4%
PINS vs DVA
+260.2%
-276.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.4% | -2.3% |
| 7D | -12.0% | +1.8% | -13.9% | -12.3% |
| 30D | -12.7% | -2.5% | -10.2% | -12.4% |
| 3M | -5.5% | -4.3% | -1.3% | -4.9% |
| 6M | +5.3% | +18.9% | -13.6% | +2.2% |
| YTD | -21.2% | +61.9% | -83.2% | -28.1% |
| 1Y | -45.0% | +35.7% | -80.8% | -48.2% |
| 3Y | -26.2% | +78.6% | -104.9% | -35.8% |
| 5Y | -64.0% | +39.2% | -103.2% | -67.6% |
| All | -16.4% | +260.2% | -276.6% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling