-22.3%
PINS vs IAG
+497.5%
-519.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +7.2% | -11.4% | -4.7% |
| 7D | -2.1% | +21.4% | -23.5% | -3.4% |
| 30D | -6.6% | +4.0% | -10.7% | -7.0% |
| 3M | -18.7% | +17.0% | -35.8% | -19.9% |
| 6M | -10.4% | +1.4% | -11.8% | -11.0% |
| YTD | -26.8% | +13.8% | -40.5% | -28.9% |
| 1Y | -27.9% | +55.8% | -83.7% | -31.9% |
| 3Y | -38.7% | +647.4% | -686.1% | -52.5% |
| 5Y | -59.0% | +519.1% | -578.1% | -69.3% |
| All | -22.3% | +497.5% | -519.7% | -40.4% |
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