-66.8%
PINS vs TDY
+33.5%
-100.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.6% | -7.6% | -8.4% |
| 7D | -13.9% | -1.8% | -12.0% | -12.9% |
| 30D | -25.0% | -13.8% | -11.2% | -18.8% |
| 3M | -16.6% | -3.9% | -12.7% | -15.3% |
| 6M | -7.0% | -9.0% | +2.0% | -3.3% |
| YTD | -29.4% | +16.5% | -45.9% | -38.5% |
| 1Y | -49.9% | +9.3% | -59.2% | -54.7% |
| 3Y | -33.6% | +45.1% | -78.7% | -51.9% |
| 5Y | -66.8% | +35.0% | -101.8% | -75.6% |
| All | -66.8% | +33.5% | -100.3% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling