-17.5%
PINS vs AEM
+476.9%
-494.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.1% |
| 7D | -5.2% | +4.3% | -9.6% | -5.9% |
| 30D | -14.9% | +13.1% | -28.1% | -16.7% |
| 3M | -8.4% | +24.8% | -33.2% | -12.1% |
| 6M | +0.6% | -8.2% | +8.9% | +1.3% |
| YTD | -22.2% | +19.8% | -42.0% | -26.7% |
| 1Y | -46.9% | +32.1% | -79.0% | -51.5% |
| 3Y | -26.9% | +348.2% | -375.1% | -52.5% |
| 5Y | -63.0% | +297.5% | -360.4% | -76.0% |
| All | -17.5% | +476.9% | -494.4% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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