-16.4%
PINS vs ACGL
+216.0%
-232.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -1.4% |
| 7D | -12.0% | -0.7% | -11.3% | -11.7% |
| 30D | -12.7% | -1.0% | -11.7% | -12.3% |
| 3M | -5.5% | +11.0% | -16.6% | -10.0% |
| 6M | +5.3% | -0.3% | +5.6% | +4.8% |
| YTD | -21.2% | +2.3% | -23.5% | -22.8% |
| 1Y | -45.0% | +6.4% | -51.4% | -47.4% |
| 3Y | -26.2% | +34.0% | -60.2% | -38.9% |
| 5Y | -64.0% | +161.6% | -225.6% | -79.7% |
| All | -16.4% | +216.0% | -232.4% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling