-23.0%
PINS vs BTG
+150.7%
-173.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +3.2% |
| 7D | -9.9% | -5.5% | -4.5% | -9.2% |
| 30D | -20.9% | +6.1% | -27.0% | -21.7% |
| 3M | -13.7% | +38.6% | -52.4% | -18.4% |
| 6M | -3.0% | +0.7% | -3.7% | -4.5% |
| YTD | -27.5% | +20.3% | -47.8% | -31.8% |
| 1Y | -46.8% | +25.0% | -71.8% | -50.8% |
| 3Y | -31.8% | +97.3% | -129.1% | -44.6% |
| 5Y | -65.4% | +78.3% | -143.7% | -72.0% |
| All | -23.0% | +150.7% | -173.7% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BTG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling