+438.0%
GLW vs PINS
-14.1%
+452.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.8% | +6.0% |
| 7D | +3.8% | -12.0% | +15.8% | +5.7% |
| 30D | -1.3% | -12.7% | +11.3% | +0.4% |
| 3M | -21.8% | -5.5% | -16.3% | -21.6% |
| 6M | +6.9% | +5.3% | +1.6% | +4.4% |
| YTD | +77.2% | -21.2% | +98.4% | +79.9% |
| 1Y | +123.2% | -45.0% | +168.3% | +139.6% |
| 3Y | +400.0% | -26.2% | +426.2% | +392.1% |
| 5Y | +342.8% | -64.0% | +406.8% | +367.2% |
| All | +438.0% | -14.1% | +452.1% | +264.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling