-21.9%
PINS vs DG
+22.3%
-44.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | 0.0% |
| 7D | -6.2% | +0.7% | -6.8% | -6.3% |
| 30D | -10.9% | +7.4% | -18.4% | -12.4% |
| 3M | -19.5% | +8.5% | -28.0% | -21.1% |
| 6M | -10.4% | +21.9% | -32.3% | -14.5% |
| YTD | -26.4% | +4.9% | -31.3% | -27.9% |
| 1Y | -29.6% | +40.4% | -70.0% | -35.7% |
| 3Y | -39.0% | +23.5% | -62.5% | -46.3% |
| 5Y | -59.1% | -32.3% | -26.8% | -53.8% |
| All | -21.9% | +22.3% | -44.2% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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