-22.3%
PINS vs IT
+21.4%
-43.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.0% | -0.2% | -2.3% |
| 7D | -2.1% | -16.9% | +14.8% | +6.2% |
| 30D | -6.6% | +2.3% | -9.0% | -8.6% |
| 3M | -18.7% | +2.9% | -21.6% | -21.2% |
| 6M | -10.4% | +25.9% | -36.2% | -23.2% |
| YTD | -26.8% | -24.6% | -2.1% | -20.5% |
| 1Y | -27.9% | -16.0% | -11.8% | -26.3% |
| 3Y | -38.7% | -51.6% | +12.9% | -19.7% |
| 5Y | -59.0% | -42.6% | -16.3% | -53.2% |
| All | -22.3% | +21.4% | -43.7% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling