-22.3%
PINS vs DG
+19.7%
-42.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.1% | -1.1% | -3.5% |
| 7D | -2.1% | +1.1% | -3.2% | -2.3% |
| 30D | -6.6% | +9.5% | -16.2% | -8.5% |
| 3M | -18.7% | +5.5% | -24.2% | -19.8% |
| 6M | -10.4% | +16.1% | -26.5% | -13.6% |
| YTD | -26.8% | +2.7% | -29.4% | -27.9% |
| 1Y | -27.9% | +42.1% | -69.9% | -34.3% |
| 3Y | -38.7% | +19.3% | -57.9% | -45.4% |
| 5Y | -59.0% | -35.3% | -23.6% | -52.7% |
| All | -22.3% | +19.7% | -42.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling