-16.4%
PINS vs BTG
+161.4%
-177.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.0% |
| 7D | -12.0% | -0.9% | -11.1% | -11.9% |
| 30D | -12.7% | +36.8% | -49.5% | -16.9% |
| 3M | -5.5% | +23.1% | -28.6% | -9.0% |
| 6M | +5.3% | +3.5% | +1.8% | +3.3% |
| YTD | -21.2% | +25.5% | -46.7% | -26.3% |
| 1Y | -45.0% | +40.1% | -85.1% | -50.2% |
| 3Y | -26.2% | +101.1% | -127.3% | -40.1% |
| 5Y | -64.0% | +70.6% | -134.5% | -70.4% |
| All | -16.4% | +161.4% | -177.8% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling