-16.4%
PINS vs GPN
-29.3%
+12.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.6% |
| 7D | -12.0% | +0.8% | -12.8% | -12.4% |
| 30D | -12.7% | +5.8% | -18.5% | -15.5% |
| 3M | -5.5% | +37.0% | -42.5% | -20.9% |
| 6M | +5.3% | +20.1% | -14.9% | -6.3% |
| YTD | -21.2% | +20.4% | -41.6% | -30.4% |
| 1Y | -45.0% | +7.4% | -52.5% | -48.6% |
| 3Y | -26.2% | -26.1% | -0.1% | -19.3% |
| 5Y | -64.0% | -38.5% | -25.4% | -57.2% |
| All | -16.4% | -29.3% | +12.9% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 all: compounded portfolio wealth divided by compounded GPN 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…
all analysis · Full analysis span regression · 6 months rolling