-16.4%
PINS vs ITW
+105.1%
-121.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.8% |
| 7D | -12.0% | -3.6% | -8.5% | -9.9% |
| 30D | -12.7% | -9.1% | -3.5% | -7.2% |
| 3M | -5.5% | +8.2% | -13.7% | -10.7% |
| 6M | +5.3% | -4.8% | +10.0% | +7.4% |
| YTD | -21.2% | +11.0% | -32.2% | -28.6% |
| 1Y | -45.0% | +4.2% | -49.3% | -48.1% |
| 3Y | -26.2% | +17.3% | -43.5% | -36.4% |
| 5Y | -64.0% | +33.0% | -97.0% | -72.2% |
| All | -16.4% | +105.1% | -121.5% | -51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling