-38.7%
PINS vs TW
+39.9%
-78.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | -2.1% | +4.2% | -6.3% | -2.9% |
| 30D | -6.6% | +18.9% | -25.6% | -10.1% |
| 3M | -18.7% | +23.8% | -42.5% | -22.3% |
| 6M | -10.4% | +17.0% | -27.4% | -13.4% |
| YTD | -26.8% | +19.2% | -46.0% | -29.6% |
| 1Y | -27.9% | +20.1% | -48.0% | -30.8% |
| 3Y | -38.7% | +40.5% | -79.2% | -45.5% |
| All | -38.7% | +39.9% | -78.6% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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