-16.4%
PINS vs NYT
+112.4%
-128.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -12.0% | -1.3% | -10.7% | -11.4% |
| 30D | -12.7% | +2.7% | -15.4% | -14.0% |
| 3M | -5.5% | -10.3% | +4.8% | 0.0% |
| 6M | +5.3% | -16.6% | +21.8% | +15.1% |
| YTD | -21.2% | -2.3% | -18.9% | -21.3% |
| 1Y | -45.0% | +15.0% | -60.1% | -50.0% |
| 3Y | -26.2% | +57.1% | -83.4% | -46.5% |
| 5Y | -64.0% | +37.2% | -101.1% | -73.2% |
| All | -16.4% | +112.4% | -128.8% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling