-63.4%
PINS vs SGI
+60.4%
-123.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | -12.0% | +8.5% | -20.6% | -15.5% |
| 30D | -12.7% | +0.7% | -13.3% | -13.3% |
| 3M | -5.5% | +0.6% | -6.1% | -6.8% |
| 6M | +5.3% | -17.9% | +23.2% | +12.7% |
| YTD | -21.2% | -21.2% | 0.0% | -15.0% |
| 1Y | -45.0% | -18.9% | -26.2% | -42.0% |
| 3Y | -26.2% | +52.6% | -78.9% | -47.6% |
| All | -63.4% | +60.4% | -123.8% | -79.5% |
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 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