-22.3%
PINS vs LEN
+96.6%
-118.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.1% | -1.1% | -2.9% |
| 7D | -2.1% | +2.1% | -4.1% | -3.0% |
| 30D | -6.6% | +16.6% | -23.2% | -12.9% |
| 3M | -18.7% | +5.3% | -24.0% | -21.5% |
| 6M | -10.4% | -0.8% | -9.6% | -11.8% |
| YTD | -26.8% | -11.7% | -15.0% | -25.8% |
| 1Y | -27.9% | -24.6% | -3.3% | -21.6% |
| 3Y | -38.7% | -18.7% | -20.0% | -40.3% |
| 5Y | -59.0% | -4.4% | -54.6% | -64.7% |
| All | -22.3% | +96.6% | -118.9% | -51.9% |
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