-21.5%
PINS vs PPG
+19.4%
-40.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +1.0% | +0.7% | +0.3% | +0.6% |
| 30D | -12.0% | +17.6% | -29.6% | -19.3% |
| 3M | -17.9% | +7.5% | -25.3% | -21.1% |
| 6M | -1.0% | +17.6% | -18.7% | -10.3% |
| YTD | -26.0% | +22.6% | -48.6% | -36.3% |
| 1Y | -28.5% | +28.0% | -56.5% | -40.1% |
| 3Y | -39.2% | +1.8% | -41.0% | -42.9% |
| 5Y | -58.3% | -15.5% | -42.9% | -57.6% |
| All | -21.5% | +19.4% | -40.9% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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