-13.0%
PINS vs PR
+152.1%
-165.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.5% | +10.8% | +5.0% |
| 7D | +1.4% | -12.1% | +13.5% | +2.8% |
| 30D | +5.8% | +0.9% | +4.9% | +5.5% |
| 3M | -17.0% | +10.1% | -27.2% | -18.3% |
| 6M | +1.8% | +1.1% | +0.7% | +1.0% |
| YTD | -18.0% | +63.7% | -81.7% | -23.6% |
| 1Y | -35.5% | +87.0% | -122.5% | -40.8% |
| 3Y | -31.4% | +70.7% | -102.2% | -36.9% |
| 5Y | -51.4% | +246.8% | -298.2% | -59.3% |
| All | -13.0% | +152.1% | -165.2% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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