+13.4%
PG vs PINS
-64.9%
+78.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.6% |
| 7D | -0.8% | -6.6% | +5.8% | -0.8% |
| 30D | +0.8% | -16.8% | +17.6% | +0.9% |
| 3M | -1.3% | -11.4% | +10.1% | -1.3% |
| 6M | -3.8% | -1.7% | -2.1% | -3.8% |
| YTD | +3.6% | -26.4% | +30.0% | +3.8% |
| 1Y | -5.7% | -45.5% | +39.8% | -5.4% |
| 3Y | +1.6% | -31.7% | +33.3% | +1.2% |
| All | +13.4% | -64.9% | +78.3% | +9.9% |
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