-16.4%
PINS vs EXEL
+176.8%
-193.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -12.0% | +8.4% | -20.4% | -13.8% |
| 30D | -12.7% | +4.1% | -16.7% | -13.7% |
| 3M | -5.5% | +12.4% | -17.9% | -8.6% |
| 6M | +5.3% | +41.5% | -36.3% | -4.8% |
| YTD | -21.2% | +34.6% | -55.8% | -28.1% |
| 1Y | -45.0% | +57.9% | -102.9% | -52.6% |
| 3Y | -26.2% | +159.5% | -185.7% | -49.0% |
| 5Y | -64.0% | +198.5% | -262.4% | -76.8% |
| All | -16.4% | +176.8% | -193.2% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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