-16.4%
PINS vs SPYG
+242.7%
-259.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.0% |
| 7D | -12.0% | +0.4% | -12.4% | -12.5% |
| 30D | -12.7% | -0.4% | -12.2% | -12.3% |
| 3M | -5.5% | +0.5% | -6.1% | -7.2% |
| 6M | +5.3% | +17.5% | -12.2% | -17.3% |
| YTD | -21.2% | +14.3% | -35.6% | -35.6% |
| 1Y | -45.0% | +21.7% | -66.8% | -59.2% |
| 3Y | -26.2% | +98.6% | -124.8% | -73.9% |
| 5Y | -64.0% | +85.1% | -149.1% | -85.2% |
| All | -16.4% | +242.7% | -259.1% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling