-21.5%
PINS vs EXPD
+165.9%
-187.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +1.0% | +5.5% | -4.5% | -1.9% |
| 30D | -12.0% | -0.8% | -11.2% | -11.7% |
| 3M | -17.9% | +4.1% | -22.0% | -19.9% |
| 6M | -1.0% | +25.7% | -26.7% | -13.3% |
| YTD | -26.0% | +31.4% | -57.4% | -38.0% |
| 1Y | -28.5% | +42.2% | -70.6% | -43.0% |
| 3Y | -39.2% | +77.2% | -116.4% | -59.1% |
| 5Y | -58.3% | +61.0% | -119.3% | -71.2% |
| All | -21.5% | +165.9% | -187.4% | -68.9% |
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