-16.4%
PINS vs GD
+142.4%
-158.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.3% |
| 7D | -12.0% | -5.3% | -6.8% | -9.8% |
| 30D | -12.7% | -6.4% | -6.2% | -9.9% |
| 3M | -5.5% | +5.7% | -11.2% | -8.2% |
| 6M | +5.3% | -0.9% | +6.2% | +5.2% |
| YTD | -21.2% | +8.2% | -29.4% | -24.9% |
| 1Y | -45.0% | +13.4% | -58.5% | -48.8% |
| 3Y | -26.2% | +68.5% | -94.7% | -45.5% |
| 5Y | -64.0% | +97.2% | -161.1% | -75.9% |
| All | -16.4% | +142.4% | -158.8% | -50.4% |
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