-21.9%
PINS vs SPG
+97.3%
-119.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.2% |
| 7D | -6.2% | +5.1% | -11.2% | -7.9% |
| 30D | -10.9% | +16.8% | -27.8% | -16.0% |
| 3M | -19.5% | +5.7% | -25.2% | -21.2% |
| 6M | -10.4% | +17.8% | -28.2% | -16.0% |
| YTD | -26.4% | +30.1% | -56.5% | -34.0% |
| 1Y | -29.6% | +32.8% | -62.4% | -37.4% |
| 3Y | -39.0% | +137.2% | -176.2% | -56.2% |
| 5Y | -59.1% | +81.5% | -140.6% | -68.4% |
| All | -21.9% | +97.3% | -119.2% | -40.0% |
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