-63.4%
PINS vs TW
+23.1%
-86.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.5% |
| 7D | -12.0% | -2.3% | -9.7% | -11.2% |
| 30D | -12.7% | +3.9% | -16.6% | -14.1% |
| 3M | -5.5% | +5.7% | -11.2% | -8.6% |
| 6M | +5.3% | -14.5% | +19.8% | +11.6% |
| YTD | -21.2% | -0.9% | -20.3% | -22.3% |
| 1Y | -45.0% | -13.5% | -31.5% | -42.2% |
| 3Y | -26.2% | +25.0% | -51.2% | -41.9% |
| All | -63.4% | +23.1% | -86.5% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling