-23.0%
PINS vs DGX
+211.1%
-234.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.6% | +3.5% |
| 7D | -9.9% | -3.5% | -6.5% | -8.6% |
| 30D | -20.9% | -2.7% | -18.2% | -20.0% |
| 3M | -13.7% | +13.9% | -27.6% | -18.8% |
| 6M | -3.0% | +16.0% | -19.1% | -9.8% |
| YTD | -27.5% | +34.9% | -62.4% | -37.7% |
| 1Y | -46.8% | +30.6% | -77.3% | -53.9% |
| 3Y | -31.8% | +93.0% | -124.8% | -54.6% |
| 5Y | -65.4% | +64.4% | -129.8% | -74.9% |
| All | -23.0% | +211.1% | -234.1% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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