-38.7%
PINS vs AIG
+30.9%
-69.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.9% | -0.3% | -2.8% |
| 7D | -2.1% | -5.1% | +3.0% | -0.2% |
| 30D | -6.6% | +2.8% | -9.4% | -7.4% |
| 3M | -18.7% | -2.1% | -16.6% | -18.1% |
| 6M | -10.4% | +1.4% | -11.8% | -11.1% |
| YTD | -26.8% | -7.4% | -19.4% | -24.7% |
| 1Y | -27.9% | +4.4% | -32.3% | -30.4% |
| 3Y | -38.7% | +30.0% | -68.7% | -42.2% |
| All | -38.7% | +30.9% | -69.5% | -42.2% |
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