-46.9%
PINS vs AG
+123.1%
-170.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.2% |
| 7D | -5.2% | +4.5% | -9.7% | -5.4% |
| 30D | -14.9% | +12.9% | -27.8% | -15.5% |
| 3M | -8.4% | +20.9% | -29.4% | -9.3% |
| 6M | +0.6% | -19.5% | +20.2% | +1.8% |
| YTD | -22.2% | +24.8% | -47.0% | -27.9% |
| 1Y | -46.9% | +120.2% | -167.2% | -55.8% |
| All | -46.9% | +123.1% | -170.0% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AG 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling