-22.3%
PINS vs AIG
+105.5%
-127.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.9% | -0.3% | -2.4% |
| 7D | -2.1% | -5.1% | +3.0% | +0.4% |
| 30D | -6.6% | +2.8% | -9.4% | -7.8% |
| 3M | -18.7% | -2.1% | -16.6% | -18.0% |
| 6M | -10.4% | +1.4% | -11.8% | -11.5% |
| YTD | -26.8% | -7.4% | -19.4% | -25.1% |
| 1Y | -27.9% | +4.4% | -32.3% | -30.6% |
| 3Y | -38.7% | +30.0% | -68.7% | -47.4% |
| 5Y | -59.0% | +47.9% | -106.8% | -67.4% |
| All | -22.3% | +105.5% | -127.7% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling