-16.4%
PINS vs P
+332.3%
-348.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.5% | -2.6% |
| 7D | -12.0% | +6.5% | -18.6% | -14.0% |
| 30D | -12.7% | +18.8% | -31.5% | -18.8% |
| 3M | -5.5% | +26.7% | -32.3% | -15.7% |
| 6M | +5.3% | +62.2% | -56.9% | -16.5% |
| YTD | -21.2% | +48.5% | -69.7% | -36.7% |
| 1Y | -45.0% | +26.4% | -71.4% | -55.0% |
| 3Y | -26.2% | +159.4% | -185.6% | -62.0% |
| 5Y | -64.0% | +275.8% | -339.7% | -85.2% |
| All | -16.4% | +332.3% | -348.7% | -70.1% |
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