-16.4%
PINS vs TDY
+139.5%
-155.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.6% | -2.4% |
| 7D | -12.0% | -1.8% | -10.2% | -11.1% |
| 30D | -12.7% | -10.7% | -2.0% | -7.1% |
| 3M | -5.5% | -1.3% | -4.2% | -5.4% |
| 6M | +5.3% | -10.6% | +15.8% | +10.5% |
| YTD | -21.2% | +19.6% | -40.8% | -31.6% |
| 1Y | -45.0% | +11.6% | -56.7% | -50.4% |
| 3Y | -26.2% | +45.2% | -71.4% | -44.4% |
| 5Y | -64.0% | +36.1% | -100.0% | -71.9% |
| All | -16.4% | +139.5% | -155.9% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling