-17.5%
PINS vs GH
+121.7%
-139.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -5.2% | -2.1% | -3.1% | -4.7% |
| 30D | -14.9% | -4.5% | -10.5% | -14.1% |
| 3M | -8.4% | +28.9% | -37.3% | -15.7% |
| 6M | +0.6% | +76.5% | -75.9% | -16.5% |
| YTD | -22.2% | +57.6% | -79.8% | -33.7% |
| 1Y | -46.9% | +167.5% | -214.5% | -62.1% |
| 3Y | -26.9% | +377.4% | -404.3% | -61.1% |
| 5Y | -63.0% | +23.8% | -86.8% | -72.1% |
| All | -17.5% | +121.7% | -139.2% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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