-57.3%
PINS vs PPG
-13.2%
-44.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.3% |
| 7D | -9.4% | -1.2% | -8.2% | -8.7% |
| 30D | -10.2% | +21.2% | -31.4% | -18.6% |
| 3M | -19.0% | +8.2% | -27.3% | -22.3% |
| 6M | -7.4% | +17.2% | -24.5% | -15.5% |
| YTD | -25.7% | +25.0% | -50.7% | -36.7% |
| 1Y | -29.7% | +33.5% | -63.2% | -42.7% |
| 3Y | -38.1% | +4.2% | -42.3% | -42.6% |
| 5Y | -57.3% | -12.7% | -44.6% | -62.1% |
| All | -57.3% | -13.2% | -44.1% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling