-65.4%
PINS vs SCHG
+81.2%
-146.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.2% | +3.3% |
| 7D | -9.9% | -2.7% | -7.2% | -6.5% |
| 30D | -20.9% | -2.2% | -18.7% | -18.6% |
| 3M | -13.7% | +6.2% | -19.9% | -20.1% |
| 6M | -3.0% | +13.4% | -16.4% | -18.0% |
| YTD | -27.5% | +7.1% | -34.6% | -33.7% |
| 1Y | -46.8% | +12.5% | -59.3% | -54.7% |
| 3Y | -31.8% | +86.2% | -118.0% | -72.4% |
| 5Y | -65.4% | +83.9% | -149.3% | -85.6% |
| All | -65.4% | +81.2% | -146.5% | -85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling