+514.9%
GEV vs PINS
-46.5%
+561.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | +3.7% | +1.0% | +2.7% | +3.6% |
| 30D | -14.7% | -12.0% | -2.7% | -13.6% |
| 3M | -23.4% | -17.9% | -5.5% | -22.0% |
| 6M | -24.3% | -1.0% | -23.3% | -25.5% |
| YTD | +23.2% | -26.0% | +49.2% | +27.2% |
| 1Y | +44.2% | -28.5% | +72.7% | +50.1% |
| All | +514.9% | -46.5% | +561.4% | +554.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 3y: compounded portfolio wealth divided by compounded PINS 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…
3y analysis · Full analysis span regression · 6 months rolling