-21.5%
PINS vs GH
+109.0%
-130.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.7% |
| 7D | +1.0% | +0.6% | +0.5% | +0.8% |
| 30D | -12.0% | -6.9% | -5.1% | -10.5% |
| 3M | -17.9% | -4.9% | -13.0% | -17.7% |
| 6M | -1.0% | +54.1% | -55.1% | -14.8% |
| YTD | -26.0% | +48.5% | -74.6% | -36.4% |
| 1Y | -28.5% | +61.2% | -89.6% | -40.2% |
| 3Y | -39.2% | +570.3% | -609.5% | -71.5% |
| 5Y | -58.3% | +46.1% | -104.5% | -70.3% |
| All | -21.5% | +109.0% | -130.5% | -50.2% |
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