-21.5%
PINS vs ITW
+119.7%
-141.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | +1.0% | +2.3% | -1.3% | -0.5% |
| 30D | -12.0% | +6.7% | -18.7% | -15.4% |
| 3M | -17.9% | -0.5% | -17.3% | -17.6% |
| 6M | -1.0% | +16.4% | -17.4% | -10.7% |
| YTD | -26.0% | +19.0% | -45.0% | -35.8% |
| 1Y | -28.5% | +20.2% | -48.7% | -38.5% |
| 3Y | -39.2% | +33.1% | -72.3% | -51.8% |
| 5Y | -58.3% | +35.7% | -94.0% | -68.2% |
| All | -21.5% | +119.7% | -141.2% | -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