-16.4%
PINS vs M
+24.0%
-40.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.7% | -2.7% |
| 7D | -12.0% | +4.7% | -16.8% | -12.9% |
| 30D | -12.7% | -9.6% | -3.0% | -10.8% |
| 3M | -5.5% | +0.9% | -6.4% | -6.0% |
| 6M | +5.3% | +22.3% | -17.0% | +0.2% |
| YTD | -21.2% | +6.5% | -27.7% | -23.1% |
| 1Y | -45.0% | +38.8% | -83.8% | -49.8% |
| 3Y | -26.2% | +115.9% | -142.1% | -41.6% |
| 5Y | -64.0% | +28.6% | -92.6% | -68.7% |
| All | -16.4% | +24.0% | -40.4% | -27.6% |
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