-18.9%
PINS vs SW
+91.9%
-110.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -6.5% |
| 7D | -0.7% | +4.7% | -5.3% | -1.3% |
| 30D | -1.2% | +5.0% | -6.2% | -2.0% |
| 3M | -15.3% | -7.3% | -7.9% | -14.4% |
| 6M | -11.2% | +15.0% | -26.2% | -13.4% |
| YTD | -23.6% | +18.5% | -42.1% | -26.4% |
| 1Y | -23.1% | +27.1% | -50.3% | -26.9% |
| 3Y | -36.0% | +49.3% | -85.4% | -40.3% |
| 5Y | -57.2% | -1.6% | -55.5% | -59.8% |
| All | -18.9% | +91.9% | -110.8% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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