-25.1%
PINS vs GWW
+354.9%
-380.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.8% | -8.4% | -8.9% |
| 7D | -13.9% | -0.5% | -13.4% | -13.7% |
| 30D | -25.0% | -1.4% | -23.6% | -24.6% |
| 3M | -16.6% | -3.6% | -13.0% | -15.7% |
| 6M | -7.0% | +15.1% | -22.1% | -14.3% |
| YTD | -29.4% | +27.5% | -56.9% | -39.1% |
| 1Y | -49.9% | +29.6% | -79.5% | -57.3% |
| 3Y | -33.6% | +90.1% | -123.7% | -55.6% |
| 5Y | -66.8% | +222.6% | -289.4% | -84.3% |
| All | -25.1% | +354.9% | -380.0% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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