-29.8%
PINS vs SGI
-30.7%
+0.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | +0.4% |
| 7D | -6.9% | -3.9% | -3.0% | -6.2% |
| 30D | -11.4% | +0.9% | -12.4% | -11.3% |
| 3M | -22.2% | -2.9% | -19.3% | -21.7% |
| 6M | -10.9% | -9.0% | -2.0% | -10.0% |
| YTD | -26.8% | -29.2% | +2.4% | -26.0% |
| 1Y | -29.8% | -32.3% | +2.4% | -28.4% |
| All | -29.8% | -30.7% | +0.9% | -28.4% |
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