-21.9%
PINS vs SCHG
+259.1%
-281.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +0.3% |
| 7D | -6.6% | -1.0% | -5.6% | -5.2% |
| 30D | -16.8% | -1.3% | -15.5% | -15.3% |
| 3M | -11.4% | +5.4% | -16.8% | -17.5% |
| 6M | -1.7% | +14.4% | -16.1% | -18.8% |
| YTD | -26.4% | +8.0% | -34.4% | -34.0% |
| 1Y | -45.5% | +12.7% | -58.2% | -54.2% |
| 3Y | -31.7% | +85.6% | -117.4% | -72.9% |
| 5Y | -64.9% | +85.5% | -150.4% | -85.4% |
| All | -21.9% | +259.1% | -281.0% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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