-22.3%
PINS vs EW
+72.1%
-94.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -4.8% |
| 7D | -2.1% | +11.0% | -13.1% | -7.0% |
| 30D | -6.6% | +19.1% | -25.7% | -14.4% |
| 3M | -18.7% | +14.4% | -33.1% | -24.2% |
| 6M | -10.4% | +22.8% | -33.2% | -19.4% |
| YTD | -26.8% | +19.8% | -46.6% | -33.9% |
| 1Y | -27.9% | +23.9% | -51.8% | -36.0% |
| 3Y | -38.7% | +52.2% | -90.9% | -55.9% |
| 5Y | -59.0% | -13.9% | -45.1% | -58.6% |
| All | -22.3% | +72.1% | -94.4% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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