-16.4%
PINS vs SRE
+66.1%
-82.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -1.9% |
| 7D | -12.0% | -0.3% | -11.7% | -11.9% |
| 30D | -12.7% | -0.7% | -11.9% | -12.6% |
| 3M | -5.5% | -6.3% | +0.8% | -3.4% |
| 6M | +5.3% | -10.7% | +15.9% | +9.2% |
| YTD | -21.2% | -3.5% | -17.7% | -21.5% |
| 1Y | -45.0% | +5.3% | -50.3% | -47.6% |
| 3Y | -26.2% | +31.8% | -58.0% | -40.1% |
| 5Y | -64.0% | +47.4% | -111.3% | -73.0% |
| All | -16.4% | +66.1% | -82.5% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling