-22.3%
PINS vs TRMB
+31.9%
-54.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.7% |
| 7D | -2.1% | -16.7% | +14.6% | +7.6% |
| 30D | -6.6% | -9.9% | +3.3% | -2.5% |
| 3M | -18.7% | -7.6% | -11.1% | -16.8% |
| 6M | -10.4% | -14.7% | +4.3% | -3.9% |
| YTD | -26.8% | -30.9% | +4.2% | -10.0% |
| 1Y | -27.9% | -31.3% | +3.5% | -11.3% |
| 3Y | -38.7% | +29.4% | -68.1% | -52.9% |
| 5Y | -59.0% | -37.4% | -21.6% | -48.6% |
| All | -22.3% | +31.9% | -54.2% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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