+172.1%
GM vs PINS
-31.9%
+203.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | +2.5% |
| 7D | -1.1% | -9.9% | +8.9% | +0.2% |
| 30D | -3.4% | -20.9% | +17.5% | -0.6% |
| 3M | +8.7% | -13.7% | +22.4% | +10.4% |
| 6M | +15.4% | -3.0% | +18.5% | +15.1% |
| YTD | +6.6% | -27.5% | +34.1% | +10.1% |
| 1Y | +51.5% | -46.8% | +98.3% | +63.4% |
| All | +172.1% | -31.9% | +203.9% | +167.5% |
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