-35.5%
PINS vs SGI
-10.7%
-24.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.8% | -2.6% | +3.1% |
| 7D | +1.4% | +12.1% | -10.6% | -0.4% |
| 30D | +5.8% | +12.1% | -6.3% | +3.9% |
| 3M | -17.0% | +0.4% | -17.5% | -17.5% |
| 6M | +1.8% | -4.0% | +5.8% | +0.8% |
| YTD | -18.0% | -21.2% | +3.2% | -17.9% |
| 1Y | -35.5% | -12.1% | -23.4% | -38.5% |
| All | -35.5% | -10.7% | -24.8% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling