-35.5%
PINS vs AJG
+19.3%
-54.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.2% | +2.1% |
| 7D | +1.4% | +10.7% | -9.3% | -2.6% |
| 30D | +5.8% | +26.9% | -21.1% | -3.9% |
| 3M | -17.0% | +16.6% | -33.6% | -21.9% |
| 6M | +1.8% | +40.1% | -38.4% | -11.1% |
| YTD | -18.0% | +12.4% | -30.5% | -25.4% |
| 1Y | -35.5% | +15.9% | -51.4% | -40.8% |
| All | -35.5% | +19.3% | -54.9% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling