-25.1%
PINS vs SPYG
+239.8%
-264.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.4% | -8.9% | -8.7% |
| 7D | -13.9% | +0.3% | -14.2% | -14.2% |
| 30D | -25.0% | -1.7% | -23.3% | -23.3% |
| 3M | -16.6% | +3.6% | -20.3% | -21.2% |
| 6M | -7.0% | +16.6% | -23.6% | -26.0% |
| YTD | -29.4% | +13.4% | -42.8% | -41.6% |
| 1Y | -49.9% | +19.6% | -69.5% | -61.9% |
| 3Y | -33.6% | +99.8% | -133.4% | -76.8% |
| 5Y | -66.8% | +85.0% | -151.8% | -86.4% |
| All | -25.1% | +239.8% | -264.9% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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