-51.5%
PINS vs BTSG
+416.6%
-468.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.9% | -8.3% | -9.1% |
| 7D | -13.9% | +2.9% | -16.7% | -14.2% |
| 30D | -25.0% | +0.9% | -25.9% | -25.2% |
| 3M | -16.6% | +1.6% | -18.2% | -17.5% |
| 6M | -7.0% | +46.8% | -53.8% | -14.9% |
| YTD | -29.4% | +65.5% | -94.9% | -37.0% |
| 1Y | -49.9% | +136.2% | -186.2% | -58.6% |
| All | -51.5% | +416.6% | -468.1% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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