-16.4%
PINS vs W
-32.1%
+15.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.9% |
| 7D | -12.0% | -4.2% | -7.9% | -11.0% |
| 30D | -12.7% | -7.6% | -5.1% | -10.8% |
| 3M | -5.5% | +37.2% | -42.7% | -15.6% |
| 6M | +5.3% | +26.3% | -21.1% | -5.0% |
| YTD | -21.2% | -1.0% | -20.2% | -24.2% |
| 1Y | -45.0% | +20.1% | -65.1% | -51.5% |
| 3Y | -26.2% | +37.8% | -64.0% | -44.9% |
| 5Y | -64.0% | -63.7% | -0.3% | -66.6% |
| All | -16.4% | -32.1% | +15.7% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling