-16.4%
PINS vs EW
+51.5%
-67.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -12.0% | -0.3% | -11.7% | -11.9% |
| 30D | -12.7% | +1.0% | -13.7% | -13.2% |
| 3M | -5.5% | +2.8% | -8.3% | -6.9% |
| 6M | +5.3% | +5.5% | -0.2% | +1.8% |
| YTD | -21.2% | +5.5% | -26.7% | -24.0% |
| 1Y | -45.0% | +11.0% | -56.1% | -48.4% |
| 3Y | -26.2% | +17.7% | -43.9% | -38.5% |
| 5Y | -64.0% | -25.7% | -38.2% | -60.7% |
| All | -16.4% | +51.5% | -67.9% | -44.0% |
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