-23.0%
PINS vs BTG
+149.8%
-172.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.2% | +6.0% | +3.2% |
| 7D | -9.9% | -5.8% | -4.1% | -9.2% |
| 30D | -20.9% | +5.7% | -26.6% | -21.7% |
| 3M | -13.7% | +38.1% | -51.9% | -18.4% |
| 6M | -3.0% | +0.3% | -3.4% | -4.4% |
| YTD | -27.5% | +19.9% | -47.4% | -31.7% |
| 1Y | -46.8% | +24.6% | -71.4% | -50.8% |
| 3Y | -31.8% | +96.6% | -128.4% | -44.6% |
| 5Y | -65.4% | +77.7% | -143.1% | -72.0% |
| All | -23.0% | +149.8% | -172.8% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling