-27.8%
PINS vs PPG
-14.0%
-13.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.4% |
| 7D | -5.2% | 0.0% | -5.2% | -5.3% |
| 30D | -14.9% | -7.8% | -7.2% | -12.6% |
| 3M | -8.4% | -2.2% | -6.2% | -8.2% |
| 6M | +0.6% | +4.1% | -3.5% | -2.1% |
| YTD | -22.2% | +9.1% | -31.3% | -27.5% |
| 1Y | -46.9% | +1.0% | -47.9% | -48.5% |
| All | -27.8% | -14.0% | -13.8% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling