-22.3%
PINS vs W
-23.7%
+1.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.7% | -3.8% |
| 7D | -2.1% | -3.6% | +1.5% | -1.1% |
| 30D | -6.6% | +7.0% | -13.6% | -8.6% |
| 3M | -18.7% | +7.4% | -26.1% | -20.8% |
| 6M | -10.4% | +69.3% | -79.7% | -25.4% |
| YTD | -26.8% | +11.3% | -38.1% | -32.2% |
| 1Y | -27.9% | +13.2% | -41.1% | -34.1% |
| 3Y | -38.7% | +142.0% | -180.7% | -61.5% |
| 5Y | -59.0% | -54.6% | -4.4% | -64.4% |
| All | -22.3% | -23.7% | +1.4% | -52.1% |
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