+232.7%
GLW vs PINS
-58.8%
+291.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.3% |
| 7D | +7.7% | +1.0% | +6.7% | +7.6% |
| 30D | -18.8% | -12.0% | -6.8% | -17.8% |
| 3M | -27.7% | -17.9% | -9.9% | -26.4% |
| 6M | -44.4% | -1.0% | -43.4% | -44.9% |
| YTD | +31.3% | -26.0% | +57.3% | +33.9% |
| 1Y | +40.0% | -28.5% | +68.5% | +43.6% |
| 3Y | +339.2% | -39.2% | +378.4% | +346.2% |
| All | +232.7% | -58.8% | +291.6% | +211.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling