-25.1%
PINS vs ITW
+100.4%
-125.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.7% | -7.5% | -8.1% |
| 7D | -13.9% | -1.9% | -12.0% | -12.7% |
| 30D | -25.0% | -10.4% | -14.6% | -19.5% |
| 3M | -16.6% | +3.5% | -20.1% | -18.8% |
| 6M | -7.0% | -3.4% | -3.6% | -6.0% |
| YTD | -29.4% | +8.5% | -37.9% | -35.0% |
| 1Y | -49.9% | +3.2% | -53.2% | -52.4% |
| 3Y | -33.6% | +18.9% | -52.5% | -43.3% |
| 5Y | -66.8% | +35.0% | -101.9% | -74.7% |
| All | -25.1% | +100.4% | -125.5% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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