-65.4%
PINS vs NYT
+38.8%
-104.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.2% |
| 7D | -6.6% | -0.6% | -6.0% | -6.2% |
| 30D | -16.8% | +4.6% | -21.4% | -18.9% |
| 3M | -11.4% | -9.6% | -1.8% | -6.1% |
| 6M | -1.7% | -14.0% | +12.3% | +6.1% |
| YTD | -26.4% | -2.8% | -23.6% | -26.4% |
| 1Y | -45.5% | +15.6% | -61.1% | -51.1% |
| 3Y | -31.7% | +56.3% | -88.1% | -52.7% |
| All | -65.4% | +38.8% | -104.2% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling