-22.3%
PINS vs AG
+149.4%
-171.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.3% | +0.2% |
| 7D | -6.9% | +6.0% | -12.9% | -7.7% |
| 30D | -11.4% | -13.5% | +2.1% | -9.9% |
| 3M | -22.2% | -20.7% | -1.6% | -20.4% |
| 6M | -10.9% | -31.5% | +20.6% | -7.8% |
| YTD | -26.8% | -10.1% | -16.7% | -29.1% |
| 1Y | -29.8% | +26.0% | -55.8% | -35.9% |
| 3Y | -39.0% | +228.9% | -267.9% | -54.9% |
| 5Y | -58.7% | +8.7% | -67.3% | -64.6% |
| All | -22.3% | +149.4% | -171.7% | -29.2% |
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