-18.9%
PINS vs SPG
+91.8%
-110.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.9% | -6.4% |
| 7D | -0.7% | +5.0% | -5.7% | -2.4% |
| 30D | -1.2% | +12.3% | -13.5% | -5.4% |
| 3M | -15.3% | +1.9% | -17.1% | -15.9% |
| 6M | -11.2% | +14.4% | -25.6% | -15.8% |
| YTD | -23.6% | +26.5% | -50.1% | -30.7% |
| 1Y | -23.1% | +30.7% | -53.8% | -31.2% |
| 3Y | -36.0% | +122.6% | -158.7% | -53.0% |
| 5Y | -57.2% | +73.3% | -130.5% | -66.4% |
| All | -18.9% | +91.8% | -110.7% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling