-21.2%
PINS vs SGI
+336.2%
-357.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.7% |
| 7D | -9.4% | -10.5% | +1.1% | -4.8% |
| 30D | -10.2% | +0.1% | -10.4% | -10.4% |
| 3M | -19.0% | -4.0% | -15.1% | -17.9% |
| 6M | -7.4% | -5.6% | -1.7% | -6.4% |
| YTD | -25.7% | -29.5% | +3.8% | -16.4% |
| 1Y | -29.7% | -31.5% | +1.8% | -19.9% |
| 3Y | -38.1% | +71.6% | -109.7% | -56.2% |
| 5Y | -57.3% | +50.5% | -107.8% | -69.8% |
| All | -21.2% | +336.2% | -357.4% | -67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling