-16.4%
PINS vs GWRE
+59.6%
-76.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -19.9% | +17.8% | +8.6% |
| 7D | -12.0% | -21.1% | +9.1% | -1.8% |
| 30D | -12.7% | +1.3% | -14.0% | -15.8% |
| 3M | -5.5% | +7.4% | -13.0% | -14.0% |
| 6M | +5.3% | +5.6% | -0.3% | -5.8% |
| YTD | -21.2% | -19.2% | -2.0% | -17.8% |
| 1Y | -45.0% | -25.1% | -19.9% | -41.2% |
| 3Y | -26.2% | +87.7% | -113.9% | -63.4% |
| 5Y | -64.0% | +32.0% | -96.0% | -77.1% |
| All | -16.4% | +59.6% | -76.0% | -57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling