-16.4%
PINS vs BG
+186.5%
-202.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.8% |
| 7D | -12.0% | +2.8% | -14.8% | -12.9% |
| 30D | -12.7% | +12.0% | -24.7% | -15.9% |
| 3M | -5.5% | -7.7% | +2.2% | -3.7% |
| 6M | +5.3% | +4.5% | +0.8% | +2.5% |
| YTD | -21.2% | +35.7% | -56.9% | -30.6% |
| 1Y | -45.0% | +50.1% | -95.1% | -53.9% |
| 3Y | -26.2% | +12.6% | -38.8% | -32.1% |
| 5Y | -64.0% | +75.4% | -139.4% | -74.8% |
| All | -16.4% | +186.5% | -202.9% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling