-22.3%
PINS vs GWW
+412.5%
-434.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -3.8% |
| 7D | -2.1% | +6.0% | -8.1% | -4.7% |
| 30D | -6.6% | +14.0% | -20.7% | -12.2% |
| 3M | -18.7% | +12.5% | -31.3% | -23.2% |
| 6M | -10.4% | +23.6% | -34.0% | -19.8% |
| YTD | -26.8% | +43.6% | -70.4% | -40.3% |
| 1Y | -27.9% | +52.5% | -80.3% | -43.2% |
| 3Y | -38.7% | +92.6% | -131.3% | -58.7% |
| 5Y | -59.0% | +219.0% | -278.0% | -80.0% |
| All | -22.3% | +412.5% | -434.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling