-46.9%
PINS vs SGI
-19.6%
-27.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.2% |
| 7D | -5.2% | +9.3% | -14.5% | -6.5% |
| 30D | -14.9% | +6.9% | -21.8% | -15.8% |
| 3M | -8.4% | +2.8% | -11.3% | -9.1% |
| 6M | +0.6% | -12.6% | +13.2% | +1.3% |
| YTD | -22.2% | -21.5% | -0.7% | -21.0% |
| 1Y | -46.9% | -18.8% | -28.2% | -46.1% |
| All | -46.9% | -19.6% | -27.3% | -46.1% |
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