-63.4%
PINS vs S
-71.4%
+8.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -12.0% | -7.7% | -4.3% | -9.5% |
| 30D | -12.7% | -5.3% | -7.3% | -11.7% |
| 3M | -5.5% | +20.3% | -25.8% | -13.3% |
| 6M | +5.3% | +47.4% | -42.1% | -11.4% |
| YTD | -21.2% | +32.5% | -53.7% | -31.6% |
| 1Y | -45.0% | +9.5% | -54.6% | -49.0% |
| 3Y | -26.2% | +15.5% | -41.7% | -38.5% |
| All | -63.4% | -71.4% | +8.0% | -57.3% |
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