-22.3%
PINS vs AG
+153.0%
-175.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.8% | -6.0% | -4.4% |
| 7D | -2.1% | +6.3% | -8.4% | -2.9% |
| 30D | -6.6% | -8.9% | +2.3% | -5.6% |
| 3M | -18.7% | -12.2% | -6.5% | -17.9% |
| 6M | -10.4% | -28.3% | +17.9% | -7.8% |
| YTD | -26.8% | -8.8% | -17.9% | -29.2% |
| 1Y | -27.9% | +39.4% | -67.2% | -35.1% |
| 3Y | -38.7% | +229.4% | -268.1% | -54.7% |
| 5Y | -59.0% | +14.5% | -73.5% | -65.2% |
| All | -22.3% | +153.0% | -175.3% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling