-16.4%
PINS vs LEN
+84.0%
-100.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -1.7% |
| 7D | -12.0% | -3.2% | -8.8% | -10.7% |
| 30D | -12.7% | -4.9% | -7.8% | -10.8% |
| 3M | -5.5% | -8.5% | +3.0% | -2.5% |
| 6M | +5.3% | -20.7% | +25.9% | +14.9% |
| YTD | -21.2% | -17.4% | -3.8% | -17.0% |
| 1Y | -45.0% | -38.2% | -6.8% | -34.0% |
| 3Y | -26.2% | -24.9% | -1.3% | -25.1% |
| 5Y | -64.0% | -11.4% | -52.5% | -67.5% |
| All | -16.4% | +84.0% | -100.3% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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