-21.9%
PINS vs PPG
+2.1%
-24.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | -6.6% | -6.2% | -0.4% | -3.3% |
| 30D | -16.8% | -7.9% | -8.9% | -13.0% |
| 3M | -11.4% | -10.2% | -1.2% | -6.6% |
| 6M | -1.7% | +2.7% | -4.4% | -5.2% |
| YTD | -26.4% | +4.9% | -31.3% | -31.0% |
| 1Y | -45.5% | -3.2% | -42.3% | -46.7% |
| 3Y | -31.7% | -17.0% | -14.7% | -28.2% |
| 5Y | -64.9% | -23.3% | -41.6% | -62.4% |
| All | -21.9% | +2.1% | -24.1% | -42.6% |
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