-63.0%
PINS vs ITW
+36.7%
-99.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.0% |
| 7D | -5.2% | -0.4% | -4.8% | -5.0% |
| 30D | -14.9% | -9.4% | -5.5% | -9.7% |
| 3M | -8.4% | +7.1% | -15.5% | -12.8% |
| 6M | +0.6% | -1.9% | +2.5% | +0.8% |
| YTD | -22.2% | +10.4% | -32.7% | -29.7% |
| 1Y | -46.9% | +3.3% | -50.2% | -49.7% |
| 3Y | -26.9% | +21.0% | -47.9% | -39.6% |
| 5Y | -63.0% | +36.3% | -99.3% | -77.4% |
| All | -63.0% | +36.7% | -99.7% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling