-60.1%
PINS vs SGI
+41.4%
-101.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | 0.0% |
| 7D | +1.0% | -5.3% | +6.3% | +3.4% |
| 30D | -12.0% | -2.1% | -9.9% | -11.3% |
| 3M | -17.9% | -8.2% | -9.7% | -15.0% |
| 6M | -1.0% | -4.6% | +3.5% | -0.7% |
| YTD | -26.0% | -31.5% | +5.4% | -15.2% |
| 1Y | -28.5% | -30.8% | +2.4% | -18.5% |
| 3Y | -39.2% | +67.2% | -106.4% | -59.7% |
| All | -60.1% | +41.4% | -101.5% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling