-25.1%
PINS vs SRE
+68.0%
-93.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.5% | -8.7% | -9.0% |
| 7D | -13.9% | +1.5% | -15.3% | -14.4% |
| 30D | -25.0% | +0.8% | -25.8% | -25.4% |
| 3M | -16.6% | -5.8% | -10.8% | -14.9% |
| 6M | -7.0% | -7.8% | +0.8% | -4.8% |
| YTD | -29.4% | -2.4% | -27.0% | -30.0% |
| 1Y | -49.9% | +8.9% | -58.8% | -53.0% |
| 3Y | -33.6% | +31.1% | -64.7% | -45.8% |
| 5Y | -66.8% | +48.6% | -115.4% | -75.3% |
| All | -25.1% | +68.0% | -93.1% | -35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling