+155.6%
GS vs PINS
-58.8%
+214.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +5.9% | +1.0% | +4.9% | +5.7% |
| 30D | +4.3% | -12.0% | +16.3% | +6.5% |
| 3M | -11.7% | -17.9% | +6.2% | -9.0% |
| 6M | -3.2% | -1.0% | -2.1% | -4.0% |
| YTD | +5.8% | -26.0% | +31.8% | +9.4% |
| 1Y | +16.0% | -28.5% | +44.5% | +20.6% |
| 3Y | +199.8% | -39.2% | +238.9% | +210.1% |
| All | +155.6% | -58.8% | +214.4% | +151.0% |
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