+307.7%
GLW vs PINS
-38.9%
+346.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.2% | +6.8% | +2.8% |
| 7D | -13.9% | -2.1% | -11.9% | -13.8% |
| 30D | -35.0% | -6.6% | -28.3% | -34.7% |
| 3M | -32.4% | -18.7% | -13.6% | -31.7% |
| 6M | -41.3% | -10.4% | -31.0% | -41.2% |
| YTD | +21.8% | -26.8% | +48.6% | +24.7% |
| 1Y | +21.8% | -27.9% | +49.7% | +25.0% |
| 3Y | +307.7% | -38.7% | +346.4% | +295.4% |
| All | +307.7% | -38.9% | +346.6% | +295.4% |
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