-16.4%
PINS vs DGX
+219.1%
-235.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -1.8% |
| 7D | -12.0% | -2.3% | -9.7% | -11.1% |
| 30D | -12.7% | +0.6% | -13.2% | -12.9% |
| 3M | -5.5% | +21.4% | -26.9% | -13.6% |
| 6M | +5.3% | +14.7% | -9.5% | -1.5% |
| YTD | -21.2% | +38.4% | -59.6% | -33.1% |
| 1Y | -45.0% | +34.0% | -79.0% | -52.8% |
| 3Y | -26.2% | +92.7% | -118.9% | -50.5% |
| 5Y | -64.0% | +67.7% | -131.7% | -74.1% |
| All | -16.4% | +219.1% | -235.5% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling