-18.9%
PINS vs SGI
+373.8%
-392.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.8% | -4.0% | -5.5% |
| 7D | -0.7% | +5.3% | -6.0% | -2.9% |
| 30D | -1.2% | +8.2% | -9.4% | -4.7% |
| 3M | -15.3% | -2.2% | -13.1% | -14.9% |
| 6M | -11.2% | -8.4% | -2.7% | -9.5% |
| YTD | -23.6% | -23.4% | -0.1% | -17.0% |
| 1Y | -23.1% | -14.0% | -9.2% | -21.6% |
| 3Y | -36.0% | +78.8% | -114.8% | -55.5% |
| 5Y | -57.2% | +58.6% | -115.8% | -70.4% |
| All | -18.9% | +373.8% | -392.7% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling