-21.6%
PINS vs EXPD
+167.1%
-188.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.9% |
| 7D | -3.4% | +3.6% | -7.0% | -5.2% |
| 30D | -14.5% | +0.3% | -14.8% | -14.7% |
| 3M | -16.5% | +6.1% | -22.6% | -19.3% |
| 6M | -7.0% | +27.4% | -34.4% | -19.1% |
| YTD | -26.1% | +32.0% | -58.1% | -38.3% |
| 1Y | -30.0% | +40.5% | -70.6% | -43.8% |
| 3Y | -38.5% | +75.7% | -114.2% | -58.4% |
| 5Y | -58.4% | +61.7% | -120.1% | -71.3% |
| All | -21.6% | +167.1% | -188.7% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling