-25.1%
PINS vs AJG
+234.6%
-259.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.9% | -6.4% | -7.4% |
| 7D | -13.9% | -7.4% | -6.5% | -9.4% |
| 30D | -25.0% | -3.0% | -22.0% | -23.5% |
| 3M | -16.6% | +12.8% | -29.5% | -23.6% |
| 6M | -7.0% | +12.8% | -19.8% | -14.9% |
| YTD | -29.4% | -4.7% | -24.6% | -28.5% |
| 1Y | -49.9% | -17.2% | -32.7% | -44.5% |
| 3Y | -33.6% | +10.2% | -43.8% | -45.2% |
| 5Y | -66.8% | +76.9% | -143.8% | -82.2% |
| All | -25.1% | +234.6% | -259.7% | -79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling