-22.3%
PINS vs GD
+140.0%
-162.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.9% |
| 7D | -2.1% | -5.0% | +2.9% | +0.2% |
| 30D | -6.6% | +8.9% | -15.6% | -10.5% |
| 3M | -18.7% | -8.0% | -10.7% | -15.7% |
| 6M | -10.4% | +2.9% | -13.3% | -12.0% |
| YTD | -26.8% | +7.1% | -33.8% | -30.1% |
| 1Y | -27.9% | +5.9% | -33.8% | -30.7% |
| 3Y | -38.7% | +53.9% | -92.5% | -52.3% |
| 5Y | -59.0% | +95.4% | -154.4% | -72.6% |
| All | -22.3% | +140.0% | -162.2% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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