-57.2%
PINS vs PPL
+47.7%
-104.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.5% | -6.9% |
| 7D | -0.7% | +1.0% | -1.7% | -0.8% |
| 30D | -1.2% | +6.8% | -8.0% | -2.2% |
| 3M | -15.3% | +3.9% | -19.1% | -15.8% |
| 6M | -11.2% | -2.0% | -9.1% | -10.9% |
| YTD | -23.6% | +5.3% | -28.8% | -25.1% |
| 1Y | -23.1% | +2.2% | -25.3% | -24.1% |
| 3Y | -36.0% | +56.7% | -92.8% | -48.1% |
| 5Y | -57.2% | +49.1% | -106.3% | -65.0% |
| All | -57.2% | +47.7% | -104.9% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 5y: compounded portfolio wealth divided by compounded PPL 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…
5y analysis · Full analysis span regression · 6 months rolling