-21.9%
PINS vs GAP
+9.9%
-31.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.3% |
| 7D | -6.2% | 0.0% | -6.2% | -6.1% |
| 30D | -10.9% | -4.3% | -6.6% | -10.0% |
| 3M | -19.5% | +9.4% | -28.9% | -21.5% |
| 6M | -10.4% | -3.3% | -7.1% | -10.4% |
| YTD | -26.4% | -10.5% | -15.8% | -25.9% |
| 1Y | -29.6% | -2.4% | -27.3% | -30.9% |
| 3Y | -39.0% | +80.1% | -119.1% | -53.1% |
| 5Y | -59.1% | +6.5% | -65.6% | -66.8% |
| All | -21.9% | +9.9% | -31.8% | -30.8% |
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