-13.0%
PINS vs P
+385.5%
-398.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.0% | +9.2% | +5.9% |
| 7D | +1.4% | -19.4% | +20.8% | +8.2% |
| 30D | +5.8% | -22.3% | +28.1% | +13.4% |
| 3M | -17.0% | +33.2% | -50.2% | -27.4% |
| 6M | +1.8% | +53.6% | -51.9% | -18.7% |
| YTD | -18.0% | +66.8% | -84.8% | -38.0% |
| 1Y | -35.5% | +17.5% | -53.1% | -46.1% |
| 3Y | -31.4% | +219.7% | -251.1% | -68.4% |
| 5Y | -51.4% | +307.8% | -359.1% | -80.9% |
| All | -13.0% | +385.5% | -398.6% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling