-60.1%
PINS vs GAP
+2.1%
-62.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +1.0% | -1.9% | +2.9% | +1.5% |
| 30D | -12.0% | -7.1% | -4.9% | -10.3% |
| 3M | -17.9% | +4.1% | -22.0% | -18.9% |
| 6M | -1.0% | +1.9% | -2.9% | -2.3% |
| YTD | -26.0% | -15.2% | -10.8% | -24.6% |
| 1Y | -28.5% | -10.6% | -17.8% | -28.2% |
| 3Y | -39.2% | +74.6% | -113.8% | -55.2% |
| All | -60.1% | +2.1% | -62.2% | -73.3% |
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