-21.5%
PINS vs BG
+145.3%
-166.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.4% |
| 7D | +1.0% | +2.6% | -1.6% | +0.2% |
| 30D | -12.0% | -6.7% | -5.3% | -10.2% |
| 3M | -17.9% | -9.3% | -8.6% | -15.9% |
| 6M | -1.0% | -18.3% | +17.3% | +4.4% |
| YTD | -26.0% | +16.2% | -42.2% | -31.9% |
| 1Y | -28.5% | +7.6% | -36.1% | -32.4% |
| 3Y | -39.2% | +6.6% | -45.7% | -43.7% |
| 5Y | -58.3% | +22.2% | -80.5% | -65.8% |
| All | -21.5% | +145.3% | -166.8% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling