-22.3%
PINS vs ACGL
+245.5%
-267.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.0% | -1.2% | -2.9% |
| 7D | -2.1% | +0.9% | -2.9% | -2.3% |
| 30D | -6.6% | +13.7% | -20.4% | -11.8% |
| 3M | -18.7% | +8.0% | -26.8% | -21.5% |
| 6M | -10.4% | +13.3% | -23.7% | -15.5% |
| YTD | -26.8% | +11.8% | -38.6% | -31.1% |
| 1Y | -27.9% | +22.2% | -50.1% | -34.8% |
| 3Y | -38.7% | +32.5% | -71.2% | -48.6% |
| 5Y | -59.0% | +160.2% | -219.2% | -76.7% |
| All | -22.3% | +245.5% | -267.8% | -70.9% |
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