-22.3%
PINS vs EXPD
+152.0%
-174.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -3.0% |
| 7D | -2.1% | -7.2% | +5.1% | +1.9% |
| 30D | -6.6% | -3.3% | -3.4% | -5.0% |
| 3M | -18.7% | +3.4% | -22.1% | -20.5% |
| 6M | -10.4% | +22.7% | -33.1% | -20.5% |
| YTD | -26.8% | +24.5% | -51.3% | -36.8% |
| 1Y | -27.9% | +38.6% | -66.5% | -41.8% |
| 3Y | -38.7% | +71.5% | -110.2% | -58.2% |
| 5Y | -59.0% | +56.2% | -115.2% | -71.2% |
| All | -22.3% | +152.0% | -174.3% | -68.3% |
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