-22.3%
PINS vs BG
+139.9%
-162.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | 0.0% |
| 7D | -6.9% | +5.0% | -11.9% | -8.3% |
| 30D | -11.4% | -3.2% | -8.2% | -10.6% |
| 3M | -22.2% | -11.2% | -11.1% | -19.8% |
| 6M | -10.9% | -19.4% | +8.5% | -5.7% |
| YTD | -26.8% | +13.6% | -40.4% | -32.2% |
| 1Y | -29.8% | +7.3% | -37.1% | -33.7% |
| 3Y | -39.0% | +3.8% | -42.8% | -43.0% |
| 5Y | -58.7% | +23.2% | -81.9% | -66.4% |
| All | -22.3% | +139.9% | -162.3% | -65.1% |
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