-31.4%
PINS vs SW
+42.5%
-73.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +3.3% |
| 7D | +1.4% | +12.1% | -10.6% | -1.2% |
| 30D | +5.8% | +6.6% | -0.8% | +4.2% |
| 3M | -17.0% | -6.0% | -11.0% | -16.0% |
| 6M | +1.8% | +21.5% | -19.7% | -3.4% |
| YTD | -18.0% | +20.3% | -38.4% | -23.7% |
| 1Y | -35.5% | +28.1% | -63.7% | -41.2% |
| All | -31.4% | +42.5% | -73.9% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling