-26.9%
PINS vs AIG
+34.0%
-60.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.5% |
| 7D | -5.2% | -1.6% | -3.6% | -4.7% |
| 30D | -14.9% | -5.2% | -9.7% | -13.3% |
| 3M | -8.4% | +1.5% | -9.9% | -9.2% |
| 6M | +0.6% | -3.9% | +4.6% | +1.7% |
| YTD | -22.2% | -11.6% | -10.6% | -18.7% |
| 1Y | -46.9% | -2.9% | -44.0% | -46.8% |
| 3Y | -26.9% | +33.7% | -60.6% | -38.5% |
| All | -26.9% | +34.0% | -60.9% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling