-32.3%
PINS vs TXG
+21.5%
-53.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.7% | -6.0% | -2.6% |
| 7D | -5.2% | +9.4% | -14.6% | -7.8% |
| 30D | -14.9% | +26.1% | -41.0% | -21.1% |
| 3M | -8.4% | +124.8% | -133.2% | -29.8% |
| 6M | +0.6% | +215.2% | -214.6% | -31.7% |
| YTD | -22.2% | +302.2% | -324.4% | -51.7% |
| 1Y | -46.9% | +370.9% | -417.9% | -69.5% |
| 3Y | -26.9% | +38.5% | -65.4% | -43.7% |
| 5Y | -63.0% | -64.4% | +1.4% | -58.3% |
| All | -32.3% | +21.5% | -53.8% | -46.7% |
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