-60.1%
PINS vs M
-3.3%
-56.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.3% |
| 7D | +1.0% | +7.0% | -6.0% | -1.2% |
| 30D | -12.0% | +8.9% | -20.9% | -14.4% |
| 3M | -17.9% | +4.5% | -22.4% | -19.3% |
| 6M | -1.0% | +36.2% | -37.2% | -10.9% |
| YTD | -26.0% | +15.1% | -41.2% | -30.6% |
| 1Y | -28.5% | +27.4% | -55.9% | -35.3% |
| 3Y | -39.2% | +160.1% | -199.3% | -62.0% |
| All | -60.1% | -3.3% | -56.8% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 5y: compounded portfolio wealth divided by compounded M 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…
5y analysis · Full analysis span regression · 6 months rolling