-34.5%
PINS vs SCHG
+85.5%
-120.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.7% | -8.6% | -8.5% |
| 7D | -13.9% | -0.9% | -13.0% | -13.0% |
| 30D | -25.0% | -2.3% | -22.7% | -23.1% |
| 3M | -16.6% | +4.5% | -21.1% | -20.2% |
| 6M | -7.0% | +13.6% | -20.5% | -18.5% |
| YTD | -29.4% | +7.6% | -37.0% | -34.4% |
| 1Y | -49.9% | +13.0% | -63.0% | -56.0% |
| All | -34.5% | +85.5% | -120.0% | -68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling