-36.3%
PINS vs TXG
+16.5%
-52.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.3% |
| 7D | -6.9% | -3.7% | -3.3% | -6.2% |
| 30D | -11.4% | -22.0% | +10.6% | -6.6% |
| 3M | -22.2% | +7.4% | -29.6% | -26.8% |
| 6M | -10.9% | +191.2% | -202.1% | -39.4% |
| YTD | -26.8% | +285.7% | -312.5% | -55.5% |
| 1Y | -29.8% | +268.3% | -298.1% | -57.1% |
| 3Y | -39.0% | +77.3% | -116.3% | -58.5% |
| 5Y | -58.7% | -62.3% | +3.7% | -55.4% |
| All | -36.3% | +16.5% | -52.8% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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