-18.9%
PINS vs M
+31.3%
-50.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.9% | -0.9% | -5.5% |
| 7D | -0.7% | -2.1% | +1.5% | -0.1% |
| 30D | -1.2% | +7.7% | -8.9% | -2.8% |
| 3M | -15.3% | -4.4% | -10.9% | -14.7% |
| 6M | -11.2% | +27.5% | -38.7% | -16.2% |
| YTD | -23.6% | +12.8% | -36.3% | -26.4% |
| 1Y | -23.1% | +20.7% | -43.9% | -27.3% |
| 3Y | -36.0% | +111.3% | -147.3% | -49.1% |
| 5Y | -57.2% | -6.3% | -50.9% | -61.5% |
| All | -18.9% | +31.3% | -50.2% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling