-21.6%
PINS vs IAG
+445.9%
-467.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.1% | +4.6% | -0.2% |
| 7D | -3.4% | -2.1% | -1.3% | -3.3% |
| 30D | -14.5% | -6.2% | -8.3% | -14.3% |
| 3M | -16.5% | -5.1% | -11.4% | -16.5% |
| 6M | -7.0% | -10.0% | +3.0% | -6.9% |
| YTD | -26.1% | +3.9% | -30.1% | -27.8% |
| 1Y | -30.0% | +18.9% | -48.9% | -32.5% |
| 3Y | -38.5% | +651.8% | -690.2% | -52.6% |
| 5Y | -58.4% | +416.3% | -474.7% | -68.3% |
| All | -21.6% | +445.9% | -467.5% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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