-63.4%
PINS vs GAP
+9.0%
-72.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -12.0% | -4.5% | -7.6% | -11.0% |
| 30D | -12.7% | +9.0% | -21.7% | -14.7% |
| 3M | -5.5% | +5.0% | -10.5% | -7.0% |
| 6M | +5.3% | -17.8% | +23.1% | +8.9% |
| YTD | -21.2% | -10.4% | -10.8% | -20.7% |
| 1Y | -45.0% | -3.4% | -41.7% | -46.3% |
| 3Y | -26.2% | +111.5% | -137.7% | -49.4% |
| All | -63.4% | +9.0% | -72.4% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling