-16.4%
PINS vs SCHG
+262.8%
-279.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.0% |
| 7D | -12.0% | -0.7% | -11.3% | -11.2% |
| 30D | -12.7% | +0.2% | -12.9% | -13.0% |
| 3M | -5.5% | +2.2% | -7.7% | -8.5% |
| 6M | +5.3% | +15.0% | -9.8% | -13.8% |
| YTD | -21.2% | +9.2% | -30.4% | -30.4% |
| 1Y | -45.0% | +15.7% | -60.8% | -55.5% |
| 3Y | -26.2% | +87.3% | -113.5% | -71.1% |
| 5Y | -64.0% | +84.5% | -148.4% | -84.9% |
| All | -16.4% | +262.8% | -279.2% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling