-23.0%
PINS vs SRE
+66.0%
-89.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.2% |
| 7D | -9.9% | -0.7% | -9.3% | -9.7% |
| 30D | -20.9% | -1.7% | -19.2% | -20.5% |
| 3M | -13.7% | -7.1% | -6.7% | -11.5% |
| 6M | -3.0% | -8.4% | +5.3% | -0.5% |
| YTD | -27.5% | -3.5% | -24.0% | -27.7% |
| 1Y | -46.8% | +5.4% | -52.2% | -49.3% |
| 3Y | -31.8% | +29.5% | -61.4% | -44.1% |
| 5Y | -65.4% | +48.3% | -113.7% | -74.2% |
| All | -23.0% | +66.0% | -89.0% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SRE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling