-16.4%
PINS vs WAB
+281.5%
-297.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.5% |
| 7D | -12.0% | -3.2% | -8.8% | -10.6% |
| 30D | -12.7% | -4.4% | -8.2% | -10.7% |
| 3M | -5.5% | +7.9% | -13.4% | -10.1% |
| 6M | +5.3% | +8.7% | -3.4% | -1.4% |
| YTD | -21.2% | +33.0% | -54.2% | -34.3% |
| 1Y | -45.0% | +46.7% | -91.7% | -56.7% |
| 3Y | -26.2% | +153.0% | -179.2% | -57.2% |
| 5Y | -64.0% | +222.3% | -286.2% | -81.5% |
| All | -16.4% | +281.5% | -297.9% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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