-32.7%
PINS vs TDY
+45.1%
-77.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | -9.9% | -1.9% | -8.1% | -9.3% |
| 30D | -20.9% | -12.5% | -8.4% | -17.6% |
| 3M | -13.7% | -0.8% | -12.9% | -13.8% |
| 6M | -3.0% | -9.0% | +5.9% | -0.6% |
| YTD | -27.5% | +16.8% | -44.3% | -34.6% |
| 1Y | -46.8% | +9.5% | -56.2% | -50.6% |
| All | -32.7% | +45.1% | -77.8% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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