-38.9%
PINS vs PPG
+4.6%
-43.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.3% |
| 7D | -9.4% | -1.2% | -8.2% | -9.0% |
| 30D | -10.2% | +21.2% | -31.4% | -15.6% |
| 3M | -19.0% | +8.2% | -27.3% | -21.1% |
| 6M | -7.4% | +17.2% | -24.5% | -12.5% |
| YTD | -25.7% | +25.0% | -50.7% | -33.7% |
| 1Y | -29.7% | +33.5% | -63.2% | -39.4% |
| All | -38.9% | +4.6% | -43.5% | -43.2% |
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