-21.9%
PINS vs GWW
+415.9%
-437.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.2% |
| 7D | -6.2% | +5.3% | -11.4% | -8.4% |
| 30D | -10.9% | +12.4% | -23.4% | -15.7% |
| 3M | -19.5% | +13.7% | -33.2% | -24.3% |
| 6M | -10.4% | +18.0% | -28.4% | -17.9% |
| YTD | -26.4% | +44.6% | -70.9% | -40.2% |
| 1Y | -29.6% | +53.1% | -82.7% | -44.7% |
| 3Y | -39.0% | +90.2% | -129.2% | -58.7% |
| 5Y | -59.1% | +215.0% | -274.1% | -80.0% |
| All | -21.9% | +415.9% | -437.8% | -76.9% |
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