-63.0%
PINS vs AIG
+53.5%
-116.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.3% |
| 7D | -5.2% | -1.6% | -3.6% | -4.5% |
| 30D | -14.9% | -5.2% | -9.7% | -12.6% |
| 3M | -8.4% | +1.5% | -9.9% | -9.5% |
| 6M | +0.6% | -3.9% | +4.6% | +2.1% |
| YTD | -22.2% | -11.6% | -10.6% | -18.1% |
| 1Y | -46.9% | -2.9% | -44.0% | -46.9% |
| 3Y | -26.9% | +33.7% | -60.6% | -41.0% |
| 5Y | -63.0% | +52.7% | -115.6% | -73.0% |
| All | -63.0% | +53.5% | -116.5% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling