-22.3%
PINS vs ACGL
+251.5%
-273.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.0% |
| 7D | -6.9% | +1.3% | -8.2% | -7.4% |
| 30D | -11.4% | +14.2% | -25.6% | -16.5% |
| 3M | -22.2% | +11.1% | -33.3% | -25.8% |
| 6M | -10.9% | +16.4% | -27.3% | -17.0% |
| YTD | -26.8% | +13.8% | -40.6% | -31.6% |
| 1Y | -29.8% | +21.6% | -51.4% | -36.5% |
| 3Y | -39.0% | +33.5% | -72.5% | -49.0% |
| 5Y | -58.7% | +174.8% | -233.5% | -77.1% |
| All | -22.3% | +251.5% | -273.9% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling