-59.1%
PINS vs SRE
+47.0%
-106.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.4% |
| 7D | -6.2% | -8.4% | +2.2% | -4.5% |
| 30D | -10.9% | -3.2% | -7.8% | -10.4% |
| 3M | -19.5% | -5.3% | -14.2% | -18.8% |
| 6M | -10.4% | -12.6% | +2.2% | -8.3% |
| YTD | -26.4% | -8.8% | -17.6% | -26.0% |
| 1Y | -29.6% | -13.4% | -16.2% | -28.3% |
| 3Y | -39.0% | +24.4% | -63.4% | -46.5% |
| 5Y | -59.1% | +47.3% | -106.5% | -62.7% |
| All | -59.1% | +47.0% | -106.2% | -62.7% |
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