+137.3%
GM vs PINS
-14.1%
+151.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.2% |
| 7D | +1.9% | -12.0% | +14.0% | +4.4% |
| 30D | -1.4% | -12.7% | +11.3% | +1.1% |
| 3M | +5.9% | -5.5% | +11.4% | +6.5% |
| 6M | +12.4% | +5.3% | +7.1% | +10.1% |
| YTD | +8.6% | -21.2% | +29.8% | +11.6% |
| 1Y | +52.6% | -45.0% | +97.7% | +67.1% |
| 3Y | +169.7% | -26.2% | +195.9% | +166.4% |
| 5Y | +87.5% | -64.0% | +151.5% | +98.2% |
| All | +137.3% | -14.1% | +151.4% | +53.5% |
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 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