-45.0%
PINS vs P
+32.0%
-77.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.5% | -2.2% |
| 7D | -12.0% | +6.5% | -18.6% | -12.1% |
| 30D | -12.7% | +18.8% | -31.5% | -12.9% |
| 3M | -5.5% | +26.7% | -32.3% | -5.8% |
| 6M | +5.3% | +62.2% | -56.9% | +2.9% |
| YTD | -21.2% | +48.5% | -69.7% | -22.8% |
| 1Y | -45.0% | +26.4% | -71.4% | -50.8% |
| All | -45.0% | +32.0% | -77.0% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling