-21.2%
PINS vs ITW
+120.6%
-141.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.3% |
| 7D | -9.4% | -1.6% | -7.8% | -8.4% |
| 30D | -10.2% | +8.9% | -19.1% | -14.8% |
| 3M | -19.0% | -0.9% | -18.2% | -18.6% |
| 6M | -7.4% | +16.0% | -23.3% | -16.2% |
| YTD | -25.7% | +19.4% | -45.2% | -35.7% |
| 1Y | -29.7% | +20.7% | -50.4% | -39.7% |
| 3Y | -38.1% | +33.4% | -71.5% | -51.0% |
| 5Y | -57.3% | +39.1% | -96.4% | -67.9% |
| All | -21.2% | +120.6% | -141.8% | -56.7% |
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