-58.4%
PINS vs W
-54.3%
-4.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.2% |
| 7D | -3.4% | -1.7% | -1.7% | -2.9% |
| 30D | -14.5% | +3.2% | -17.8% | -15.5% |
| 3M | -16.5% | +8.3% | -24.8% | -18.9% |
| 6M | -7.0% | +84.3% | -91.3% | -24.7% |
| YTD | -26.1% | +11.0% | -37.2% | -31.6% |
| 1Y | -30.0% | -0.2% | -29.8% | -33.5% |
| 3Y | -38.5% | +157.9% | -196.4% | -63.2% |
| 5Y | -58.4% | -56.8% | -1.6% | -60.0% |
| All | -58.4% | -54.3% | -4.1% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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