-59.3%
PINS vs GAP
+5.0%
-64.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | 0.0% | -3.1% |
| 7D | -2.1% | -3.8% | +1.7% | -1.0% |
| 30D | -6.6% | -9.0% | +2.4% | -4.4% |
| 3M | -18.7% | +5.5% | -24.2% | -20.0% |
| 6M | -10.4% | -11.1% | +0.7% | -8.5% |
| YTD | -26.8% | -13.6% | -13.2% | -25.7% |
| 1Y | -27.9% | -2.9% | -25.0% | -29.2% |
| 3Y | -38.7% | +69.6% | -108.3% | -54.2% |
| All | -59.3% | +5.0% | -64.3% | -72.6% |
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