-32.7%
PINS vs NYT
+55.5%
-88.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.8% | +2.8% |
| 7D | -9.9% | -0.7% | -9.2% | -9.6% |
| 30D | -20.9% | +4.5% | -25.4% | -22.2% |
| 3M | -13.7% | -8.5% | -5.2% | -10.6% |
| 6M | -3.0% | -15.1% | +12.0% | +2.6% |
| YTD | -27.5% | -3.3% | -24.2% | -26.8% |
| 1Y | -46.8% | +17.0% | -63.8% | -49.9% |
| All | -32.7% | +55.5% | -88.2% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 3y: compounded portfolio wealth divided by compounded NYT 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…
3y analysis · Full analysis span regression · 6 months rolling