-16.4%
PINS vs PBR
+348.6%
-365.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.7% |
| 7D | -12.0% | +8.6% | -20.6% | -14.1% |
| 30D | -12.7% | +12.8% | -25.5% | -15.7% |
| 3M | -5.5% | +14.7% | -20.2% | -9.6% |
| 6M | +5.3% | +25.2% | -19.9% | -2.5% |
| YTD | -21.2% | +77.1% | -98.4% | -34.3% |
| 1Y | -45.0% | +69.6% | -114.6% | -53.8% |
| 3Y | -26.2% | +95.6% | -121.8% | -41.9% |
| 5Y | -64.0% | +501.8% | -565.7% | -82.0% |
| All | -16.4% | +348.6% | -365.0% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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