-16.4%
PINS vs SIRI
-40.7%
+24.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.5% | -1.3% |
| 7D | -12.0% | +1.6% | -13.6% | -12.5% |
| 30D | -12.7% | -4.7% | -8.0% | -11.5% |
| 3M | -5.5% | +5.3% | -10.8% | -7.2% |
| 6M | +5.3% | +30.5% | -25.3% | -4.2% |
| YTD | -21.2% | +49.6% | -70.8% | -31.7% |
| 1Y | -45.0% | +28.5% | -73.5% | -50.3% |
| 3Y | -26.2% | -27.5% | +1.2% | -24.7% |
| 5Y | -64.0% | -44.7% | -19.3% | -60.6% |
| All | -16.4% | -40.7% | +24.3% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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