+627.7%
GEV vs PINS
-49.0%
+676.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.2% | +7.1% | -1.0% |
| 7D | +3.2% | -13.9% | +17.0% | +5.0% |
| 30D | -4.0% | -25.0% | +21.0% | -0.8% |
| 3M | +3.4% | -16.6% | +20.0% | +5.0% |
| 6M | +14.7% | -7.0% | +21.7% | +13.8% |
| YTD | +45.8% | -29.4% | +75.2% | +51.9% |
| 1Y | +57.4% | -49.9% | +107.3% | +75.7% |
| All | +627.7% | -49.0% | +676.6% | +681.6% |
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