-66.8%
PINS vs PPG
-20.0%
-46.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.3% | -6.9% | -8.0% |
| 7D | -13.9% | -3.7% | -10.1% | -12.1% |
| 30D | -25.0% | -7.2% | -17.8% | -21.9% |
| 3M | -16.6% | -7.3% | -9.3% | -13.8% |
| 6M | -7.0% | +0.3% | -7.2% | -9.0% |
| YTD | -29.4% | +6.5% | -35.9% | -34.6% |
| 1Y | -49.9% | +0.5% | -50.5% | -52.2% |
| 3Y | -33.6% | -15.3% | -18.4% | -30.9% |
| 5Y | -66.8% | -22.9% | -43.9% | -66.8% |
| All | -66.8% | -20.0% | -46.9% | -66.8% |
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