-60.1%
PINS vs TDY
+44.4%
-104.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.5% |
| 7D | +1.0% | +4.1% | -3.1% | -1.1% |
| 30D | -12.0% | +5.7% | -17.7% | -15.0% |
| 3M | -17.9% | -4.4% | -13.4% | -16.3% |
| 6M | -1.0% | +1.2% | -2.3% | -2.9% |
| YTD | -26.0% | +26.0% | -52.1% | -38.6% |
| 1Y | -28.5% | +27.4% | -55.8% | -41.2% |
| 3Y | -39.2% | +67.5% | -106.7% | -60.3% |
| All | -60.1% | +44.4% | -104.4% | -71.9% |
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