-58.4%
PINS vs TXG
-61.2%
+2.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.7% | -9.2% | -2.0% |
| 7D | -6.2% | +5.5% | -11.7% | -7.7% |
| 30D | -10.9% | -19.3% | +8.4% | -7.1% |
| 3M | -19.5% | +25.0% | -44.5% | -27.3% |
| 6M | -10.4% | +201.2% | -211.5% | -38.7% |
| YTD | -26.4% | +298.8% | -325.2% | -54.9% |
| 1Y | -29.6% | +326.6% | -356.2% | -58.3% |
| 3Y | -39.0% | +78.3% | -117.3% | -57.4% |
| All | -58.4% | -61.2% | +2.8% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling