-25.1%
PINS vs AIG
+97.0%
-122.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.5% | -9.7% | -9.5% |
| 7D | -13.9% | -1.4% | -12.4% | -13.3% |
| 30D | -25.0% | -3.3% | -21.7% | -23.8% |
| 3M | -16.6% | +2.2% | -18.8% | -17.7% |
| 6M | -7.0% | -2.1% | -4.9% | -6.6% |
| YTD | -29.4% | -11.2% | -18.2% | -26.3% |
| 1Y | -49.9% | -2.1% | -47.8% | -50.1% |
| 3Y | -33.6% | +34.4% | -68.0% | -44.0% |
| 5Y | -66.8% | +53.7% | -120.6% | -74.1% |
| All | -25.1% | +97.0% | -122.0% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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