-16.4%
PINS vs AG
+250.0%
-266.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.9% |
| 3M | -5.5% | +6.2% | -11.7% | -7.1% |
| 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% | -54.1% |
| 3Y | -26.2% | +255.3% | -281.6% | -45.7% |
| 5Y | -64.0% | +61.9% | -125.9% | -70.7% |
| All | -16.4% | +250.0% | -266.4% | -26.8% |
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 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