-21.9%
PINS vs PEG
+63.9%
-85.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -1.2% |
| 7D | -6.2% | +0.9% | -7.0% | -6.6% |
| 30D | -10.9% | +3.8% | -14.7% | -12.8% |
| 3M | -19.5% | +0.1% | -19.6% | -19.9% |
| 6M | -10.4% | -1.0% | -9.4% | -10.7% |
| YTD | -26.4% | -4.1% | -22.3% | -26.5% |
| 1Y | -29.6% | -6.9% | -22.8% | -28.6% |
| 3Y | -39.0% | +35.6% | -74.7% | -53.0% |
| 5Y | -59.1% | +42.8% | -101.9% | -70.9% |
| All | -21.9% | +63.9% | -85.8% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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