-17.5%
PINS vs DG
+13.9%
-31.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.4% |
| 7D | -5.2% | -2.5% | -2.8% | -4.7% |
| 30D | -14.9% | +1.0% | -16.0% | -15.3% |
| 3M | -8.4% | +20.3% | -28.7% | -12.2% |
| 6M | +0.6% | -11.7% | +12.4% | +2.7% |
| YTD | -22.2% | -2.3% | -19.9% | -22.6% |
| 1Y | -46.9% | +20.0% | -66.9% | -49.8% |
| 3Y | -26.9% | +7.2% | -34.1% | -32.7% |
| 5Y | -63.0% | -37.9% | -25.1% | -57.2% |
| All | -17.5% | +13.9% | -31.4% | -31.9% |
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