-17.5%
PINS vs GAP
+9.9%
-27.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -5.2% | +1.7% | -7.0% | -5.6% |
| 30D | -14.9% | +9.3% | -24.3% | -16.9% |
| 3M | -8.4% | +6.1% | -14.5% | -10.0% |
| 6M | +0.6% | -2.3% | +2.9% | +0.1% |
| YTD | -22.2% | -10.6% | -11.6% | -21.6% |
| 1Y | -46.9% | -4.4% | -42.5% | -47.9% |
| 3Y | -26.9% | +118.3% | -145.2% | -47.0% |
| 5Y | -63.0% | +12.2% | -75.2% | -70.3% |
| All | -17.5% | +9.9% | -27.3% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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