-16.4%
PINS vs IAG
+552.2%
-568.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.0% |
| 7D | -12.0% | -0.5% | -11.5% | -12.0% |
| 30D | -12.7% | +28.9% | -41.6% | -14.3% |
| 3M | -5.5% | +19.1% | -24.7% | -6.9% |
| 6M | +5.3% | -10.3% | +15.5% | +5.4% |
| YTD | -21.2% | +24.2% | -45.4% | -23.7% |
| 1Y | -45.0% | +116.5% | -161.5% | -49.8% |
| 3Y | -26.2% | +742.8% | -769.0% | -43.5% |
| 5Y | -64.0% | +753.3% | -817.3% | -74.0% |
| All | -16.4% | +552.2% | -568.6% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling