-10.4%
PINS vs IT
+27.7%
-38.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.0% | -0.2% | -2.9% |
| 7D | -2.1% | -16.9% | +14.8% | +3.5% |
| 30D | -6.6% | +2.3% | -9.0% | -8.3% |
| 3M | -18.7% | +2.9% | -21.6% | -20.7% |
| 6M | -10.4% | +25.9% | -36.2% | -19.5% |
| All | -10.4% | +27.7% | -38.1% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 6mo: compounded portfolio wealth divided by compounded IT 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…
6mo analysis · Full analysis span regression · 6 months rolling