-38.7%
PINS vs TLN
+538.9%
-577.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +7.1% | -11.3% | -5.1% |
| 7D | -2.1% | -1.3% | -0.8% | -2.1% |
| 30D | -6.6% | -10.5% | +3.8% | -5.6% |
| 3M | -18.7% | +0.1% | -18.8% | -19.3% |
| 6M | -10.4% | -17.4% | +7.0% | -9.2% |
| YTD | -26.8% | -9.7% | -17.1% | -27.7% |
| 1Y | -27.9% | -12.3% | -15.6% | -28.6% |
| 3Y | -38.7% | +528.3% | -567.0% | -56.8% |
| All | -38.7% | +538.9% | -577.6% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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