-21.9%
PINS vs GWRE
+38.5%
-60.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.1% |
| 7D | -6.6% | -13.2% | +6.6% | +0.7% |
| 30D | -16.8% | -18.6% | +1.8% | -9.5% |
| 3M | -11.4% | +18.9% | -30.3% | -23.8% |
| 6M | -1.7% | -11.0% | +9.2% | -3.3% |
| YTD | -26.4% | -29.9% | +3.5% | -17.3% |
| 1Y | -45.5% | -44.3% | -1.2% | -29.4% |
| 3Y | -31.7% | +51.7% | -83.4% | -61.0% |
| 5Y | -64.9% | +15.4% | -80.3% | -76.1% |
| All | -21.9% | +38.5% | -60.4% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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