-13.0%
PINS vs PPL
+57.1%
-70.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +1.4% | +1.8% | -0.4% | +0.7% |
| 30D | +5.8% | +8.4% | -2.6% | +2.4% |
| 3M | -17.0% | +2.4% | -19.4% | -17.9% |
| 6M | +1.8% | -4.0% | +5.7% | +2.9% |
| YTD | -18.0% | +4.5% | -22.5% | -20.8% |
| 1Y | -35.5% | +1.7% | -37.2% | -37.1% |
| 3Y | -31.4% | +55.5% | -86.9% | -47.3% |
| 5Y | -51.4% | +47.0% | -98.4% | -61.9% |
| All | -13.0% | +57.1% | -70.2% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling