-21.2%
PINS vs SPG
+98.8%
-120.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | -9.4% | +2.7% | -12.1% | -10.3% |
| 30D | -10.2% | +16.6% | -26.8% | -15.3% |
| 3M | -19.0% | +8.1% | -27.1% | -21.4% |
| 6M | -7.4% | +19.3% | -26.7% | -13.6% |
| YTD | -25.7% | +31.1% | -56.8% | -33.6% |
| 1Y | -29.7% | +32.8% | -62.5% | -37.5% |
| 3Y | -38.1% | +135.8% | -173.9% | -55.5% |
| 5Y | -57.3% | +85.1% | -142.4% | -67.2% |
| All | -21.2% | +98.8% | -120.0% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling