-16.4%
PINS vs EXPE
+144.5%
-160.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.4% |
| 7D | -12.0% | -9.5% | -2.5% | -8.0% |
| 30D | -12.7% | -6.6% | -6.0% | -10.1% |
| 3M | -5.5% | +31.4% | -36.9% | -16.6% |
| 6M | +5.3% | +35.2% | -29.9% | -9.0% |
| YTD | -21.2% | +5.8% | -27.0% | -24.5% |
| 1Y | -45.0% | +38.7% | -83.7% | -53.8% |
| 3Y | -26.2% | +175.8% | -202.0% | -55.6% |
| 5Y | -64.0% | +111.8% | -175.8% | -76.9% |
| All | -16.4% | +144.5% | -160.9% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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