-60.1%
PINS vs S
-71.1%
+11.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +1.0% | +2.0% | -1.0% | 0.0% |
| 30D | -12.0% | -2.7% | -9.3% | -12.0% |
| 3M | -17.9% | -6.9% | -11.0% | -17.9% |
| 6M | -1.0% | +38.1% | -39.1% | -16.1% |
| YTD | -26.0% | +48.0% | -74.0% | -40.0% |
| 1Y | -28.5% | +34.5% | -62.9% | -40.0% |
| 3Y | -39.2% | +38.3% | -77.5% | -54.4% |
| All | -60.1% | -71.1% | +11.1% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling