-36.7%
PINS vs ZYBT
-58.1%
+21.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.3% |
| 7D | -5.2% | -4.2% | -1.0% | -5.2% |
| 30D | -14.9% | -16.4% | +1.5% | -15.0% |
| 3M | -8.4% | +82.9% | -91.3% | -7.8% |
| 6M | +0.6% | +110.7% | -110.0% | -0.8% |
| YTD | -22.2% | +37.4% | -59.6% | -22.0% |
| 1Y | -46.9% | -80.6% | +33.7% | -42.8% |
| All | -36.7% | -58.1% | +21.4% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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