-59.3%
PINS vs SRE
+45.9%
-105.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -3.8% |
| 7D | -2.1% | -9.2% | +7.1% | -0.2% |
| 30D | -6.6% | -1.9% | -4.7% | -6.3% |
| 3M | -18.7% | -6.5% | -12.2% | -17.8% |
| 6M | -10.4% | -15.2% | +4.8% | -7.7% |
| YTD | -26.8% | -9.5% | -17.3% | -26.2% |
| 1Y | -27.9% | -13.2% | -14.6% | -26.6% |
| 3Y | -38.7% | +19.5% | -58.2% | -45.4% |
| All | -59.3% | +45.9% | -105.3% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling