-63.4%
PINS vs AG
+64.2%
-127.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.9% |
| 7D | -12.0% | +1.0% | -13.0% | -12.2% |
| 30D | -12.7% | +19.2% | -31.8% | -14.8% |
| 3M | -5.5% | +6.2% | -11.7% | -6.9% |
| 6M | +5.3% | -26.7% | +31.9% | +8.1% |
| YTD | -21.2% | +26.1% | -47.3% | -26.8% |
| 1Y | -45.0% | +131.7% | -176.7% | -54.3% |
| 3Y | -26.2% | +255.3% | -281.6% | -46.2% |
| All | -63.4% | +64.2% | -127.6% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling