-25.1%
PINS vs LYV
+163.3%
-188.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.3% | -9.0% | -9.1% |
| 7D | -13.9% | -5.3% | -8.5% | -11.5% |
| 30D | -25.0% | -7.9% | -17.1% | -21.8% |
| 3M | -16.6% | +4.5% | -21.1% | -18.4% |
| 6M | -7.0% | +2.5% | -9.5% | -9.2% |
| YTD | -29.4% | +19.3% | -48.7% | -36.7% |
| 1Y | -49.9% | -0.2% | -49.7% | -50.6% |
| 3Y | -33.6% | +110.0% | -143.7% | -55.8% |
| 5Y | -66.8% | +96.8% | -163.6% | -77.1% |
| All | -25.1% | +163.3% | -188.3% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling