-22.3%
PINS vs EXEL
+226.3%
-248.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.4% | -4.5% |
| 7D | -2.1% | +0.3% | -2.3% | -2.1% |
| 30D | -6.6% | +19.0% | -25.7% | -10.6% |
| 3M | -18.7% | +33.3% | -52.0% | -24.6% |
| 6M | -10.4% | +42.9% | -53.3% | -18.7% |
| YTD | -26.8% | +58.7% | -85.5% | -35.9% |
| 1Y | -27.9% | +70.5% | -98.4% | -38.3% |
| 3Y | -38.7% | +233.8% | -272.5% | -60.5% |
| 5Y | -59.0% | +259.3% | -318.3% | -74.7% |
| All | -22.3% | +226.3% | -248.6% | -57.9% |
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