-36.0%
PINS vs RF
+105.6%
-141.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -5.7% |
| 7D | -0.7% | -1.6% | +1.0% | +0.3% |
| 30D | -1.2% | +5.0% | -6.2% | -3.6% |
| 3M | -15.3% | -10.0% | -5.3% | -10.8% |
| 6M | -11.2% | +3.3% | -14.5% | -13.0% |
| YTD | -23.6% | +7.9% | -31.5% | -27.3% |
| 1Y | -23.1% | +21.2% | -44.4% | -31.4% |
| All | -36.0% | +105.6% | -141.5% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 3y: compounded portfolio wealth divided by compounded RF 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…
3y analysis · Full analysis span regression · 6 months rolling