-65.4%
PINS vs BG
+81.8%
-147.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.2% | +1.7% |
| 7D | -6.6% | +3.1% | -9.7% | -7.0% |
| 30D | -16.8% | +10.2% | -27.0% | -18.0% |
| 3M | -11.4% | -1.7% | -9.7% | -11.4% |
| 6M | -1.7% | +1.0% | -2.7% | -2.2% |
| YTD | -26.4% | +39.9% | -66.3% | -31.2% |
| 1Y | -45.5% | +53.2% | -98.7% | -50.3% |
| 3Y | -31.7% | +16.3% | -48.0% | -34.8% |
| All | -65.4% | +81.8% | -147.3% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling