-21.9%
PINS vs PGR
+248.5%
-270.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.2% |
| 7D | -6.6% | -0.6% | -6.0% | -6.4% |
| 30D | -16.8% | +4.9% | -21.8% | -18.2% |
| 3M | -11.4% | +7.6% | -19.0% | -14.2% |
| 6M | -1.7% | +8.3% | -10.0% | -5.3% |
| YTD | -26.4% | +1.7% | -28.2% | -27.8% |
| 1Y | -45.5% | -6.8% | -38.7% | -44.9% |
| 3Y | -31.7% | +73.4% | -105.2% | -50.2% |
| 5Y | -64.9% | +161.2% | -226.1% | -80.6% |
| All | -21.9% | +248.5% | -270.5% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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