-63.4%
PINS vs SPG
+102.5%
-165.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.5% |
| 7D | -12.0% | -2.4% | -9.6% | -10.6% |
| 30D | -12.7% | -6.8% | -5.8% | -8.7% |
| 3M | -5.5% | +2.7% | -8.2% | -7.7% |
| 6M | +5.3% | +5.5% | -0.2% | +0.4% |
| YTD | -21.2% | +15.7% | -36.9% | -30.1% |
| 1Y | -45.0% | +20.9% | -65.9% | -52.8% |
| 3Y | -26.2% | +112.4% | -138.6% | -58.9% |
| All | -63.4% | +102.5% | -165.9% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling