-38.7%
PINS vs S
+34.5%
-73.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.6% | -5.8% | -4.6% |
| 7D | -2.1% | -13.4% | +11.4% | +1.7% |
| 30D | -6.6% | -14.0% | +7.3% | -3.3% |
| 3M | -18.7% | +4.9% | -23.6% | -21.5% |
| 6M | -10.4% | +42.0% | -52.4% | -21.8% |
| YTD | -26.8% | +45.1% | -71.9% | -37.1% |
| 1Y | -27.9% | +33.1% | -60.9% | -36.6% |
| 3Y | -38.7% | +40.6% | -79.3% | -46.1% |
| All | -38.7% | +34.5% | -73.1% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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