-23.0%
PINS vs BG
+200.7%
-223.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.9% | +2.5% |
| 7D | -9.9% | +3.7% | -13.6% | -11.0% |
| 30D | -20.9% | +12.3% | -33.3% | -24.0% |
| 3M | -13.7% | -2.2% | -11.5% | -13.7% |
| 6M | -3.0% | +5.3% | -8.4% | -5.7% |
| YTD | -27.5% | +42.4% | -69.9% | -37.1% |
| 1Y | -46.8% | +55.2% | -102.0% | -55.8% |
| 3Y | -31.8% | +21.0% | -52.8% | -38.8% |
| 5Y | -65.4% | +87.1% | -152.5% | -76.4% |
| All | -23.0% | +200.7% | -223.7% | -67.7% |
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