-30.0%
PINS vs SPYG
+8.1%
-38.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -3.4% | +4.2% | -7.6% | -6.0% |
| 30D | -14.5% | -7.4% | -7.1% | -10.1% |
| 3M | -16.5% | -5.3% | -11.2% | -13.4% |
| 6M | -7.0% | -1.2% | -5.8% | -6.1% |
| YTD | -26.1% | +9.0% | -35.1% | -30.7% |
| 1Y | -30.0% | +8.8% | -38.8% | -34.2% |
| All | -30.0% | +8.1% | -38.1% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling