-63.4%
PINS vs TXG
-66.1%
+2.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | -12.0% | +1.8% | -13.8% | -12.5% |
| 30D | -12.7% | +32.0% | -44.7% | -19.9% |
| 3M | -5.5% | +87.0% | -92.5% | -22.7% |
| 6M | +5.3% | +180.1% | -174.8% | -24.6% |
| YTD | -21.2% | +284.1% | -305.3% | -49.2% |
| 1Y | -45.0% | +361.7% | -406.7% | -67.4% |
| 3Y | -26.2% | +15.9% | -42.1% | -37.2% |
| All | -63.4% | -66.1% | +2.7% | -60.4% |
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