-21.5%
PINS vs GPC
+37.8%
-59.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | +1.0% | +0.4% | +0.6% | +0.8% |
| 30D | -12.0% | -6.3% | -5.7% | -9.6% |
| 3M | -17.9% | -8.2% | -9.7% | -15.2% |
| 6M | -1.0% | +27.1% | -28.1% | -12.1% |
| YTD | -26.0% | +3.1% | -29.2% | -29.4% |
| 1Y | -28.5% | +0.1% | -28.5% | -30.8% |
| 3Y | -39.2% | +0.2% | -39.4% | -44.0% |
| 5Y | -58.3% | +4.9% | -63.2% | -63.1% |
| All | -21.5% | +37.8% | -59.3% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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