+105.9%
GILD vs PINS
-30.9%
+136.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.8% |
| 7D | -4.8% | -6.6% | +1.8% | -4.7% |
| 30D | +5.8% | -16.8% | +22.6% | +6.1% |
| 3M | +14.9% | -11.4% | +26.3% | +15.2% |
| 6M | -0.4% | -1.7% | +1.4% | -0.2% |
| YTD | +18.5% | -26.4% | +45.0% | +19.8% |
| 1Y | +25.1% | -45.5% | +70.6% | +27.7% |
| 3Y | +105.9% | -31.7% | +137.6% | +102.0% |
| All | +105.9% | -30.9% | +136.8% | +102.0% |
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