-29.8%
PINS vs DG
+37.3%
-67.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.1% | -1.1% | -3.6% |
| 7D | -2.1% | +1.1% | -3.2% | -2.2% |
| 30D | -6.6% | +9.5% | -16.2% | -7.9% |
| 3M | -18.7% | +5.5% | -24.2% | -19.4% |
| 6M | -10.4% | +16.1% | -26.5% | -12.9% |
| YTD | -26.8% | +2.7% | -29.4% | -29.3% |
| All | -29.8% | +37.3% | -67.2% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling