-16.4%
PINS vs PTC
+46.1%
-62.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.0% | +3.9% | +2.0% |
| 7D | -12.0% | -10.3% | -1.8% | -5.4% |
| 30D | -12.7% | +1.1% | -13.8% | -14.0% |
| 3M | -5.5% | +1.6% | -7.1% | -8.5% |
| 6M | +5.3% | -13.5% | +18.7% | +13.7% |
| YTD | -21.2% | -19.1% | -2.2% | -11.3% |
| 1Y | -45.0% | -33.9% | -11.2% | -28.6% |
| 3Y | -26.2% | -3.9% | -22.3% | -31.3% |
| 5Y | -64.0% | +6.0% | -70.0% | -69.2% |
| All | -16.4% | +46.1% | -62.5% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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