-21.9%
PINS vs AG
+164.9%
-186.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | -0.1% |
| 7D | -6.2% | +10.8% | -17.0% | -7.4% |
| 30D | -10.9% | -8.2% | -2.8% | -10.0% |
| 3M | -19.5% | -13.7% | -5.8% | -18.5% |
| 6M | -10.4% | -27.3% | +16.9% | -8.0% |
| YTD | -26.4% | -4.6% | -21.8% | -29.3% |
| 1Y | -29.6% | +39.4% | -69.0% | -36.7% |
| 3Y | -39.0% | +244.1% | -283.1% | -55.2% |
| 5Y | -59.1% | +16.8% | -75.9% | -65.4% |
| All | -21.9% | +164.9% | -186.8% | -29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling