-65.4%
PINS vs AJG
+75.6%
-141.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | -9.9% | -8.5% | -1.4% | -5.7% |
| 30D | -20.9% | -3.8% | -17.2% | -19.3% |
| 3M | -13.7% | +10.8% | -24.6% | -18.6% |
| 6M | -3.0% | +15.6% | -18.7% | -10.6% |
| YTD | -27.5% | -5.1% | -22.3% | -26.5% |
| 1Y | -46.8% | -16.0% | -30.8% | -42.6% |
| 3Y | -31.8% | +9.7% | -41.6% | -44.3% |
| 5Y | -65.4% | +77.8% | -143.2% | -83.7% |
| All | -65.4% | +75.6% | -141.0% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling