-21.9%
PINS vs LYV
+163.5%
-185.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -6.6% | -1.9% | -4.7% | -5.7% |
| 30D | -16.8% | -8.2% | -8.6% | -13.2% |
| 3M | -11.4% | -1.3% | -10.1% | -10.8% |
| 6M | -1.7% | +2.6% | -4.3% | -4.1% |
| YTD | -26.4% | +19.4% | -45.8% | -34.1% |
| 1Y | -45.5% | -2.2% | -43.3% | -45.7% |
| 3Y | -31.7% | +106.0% | -137.8% | -54.1% |
| 5Y | -64.9% | +97.7% | -162.5% | -75.8% |
| All | -21.9% | +163.5% | -185.4% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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