-22.3%
PINS vs EXPD
+158.2%
-180.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -6.9% | -7.4% | +0.5% | -3.0% |
| 30D | -11.4% | -2.1% | -9.4% | -10.5% |
| 3M | -22.2% | +5.7% | -27.9% | -24.8% |
| 6M | -10.9% | +21.4% | -32.3% | -20.4% |
| YTD | -26.8% | +27.6% | -54.4% | -37.7% |
| 1Y | -29.8% | +36.1% | -66.0% | -42.7% |
| 3Y | -39.0% | +69.9% | -108.9% | -58.0% |
| 5Y | -58.7% | +59.7% | -118.4% | -71.3% |
| All | -22.3% | +158.2% | -180.5% | -68.7% |
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