-39.2%
PINS vs GFS
-19.0%
-20.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.5% |
| 7D | +1.0% | +7.4% | -6.4% | -0.1% |
| 30D | -12.0% | -15.3% | +3.3% | -10.1% |
| 3M | -17.9% | -21.1% | +3.2% | -15.4% |
| 6M | -1.0% | -44.5% | +43.4% | +5.6% |
| YTD | -26.0% | +19.2% | -45.3% | -36.8% |
| 1Y | -28.5% | +27.2% | -55.7% | -40.3% |
| 3Y | -39.2% | -20.1% | -19.1% | -46.1% |
| All | -39.2% | -19.0% | -20.2% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 3y: compounded portfolio wealth divided by compounded GFS 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…
3y analysis · Full analysis span regression · 6 months rolling