-36.0%
PINS vs SW
+40.4%
-76.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -6.4% |
| 7D | -0.7% | +4.7% | -5.3% | -1.6% |
| 30D | -1.2% | +5.0% | -6.2% | -2.4% |
| 3M | -15.3% | -7.3% | -7.9% | -13.9% |
| 6M | -11.2% | +15.0% | -26.2% | -14.6% |
| YTD | -23.6% | +18.5% | -42.1% | -28.6% |
| 1Y | -23.1% | +27.1% | -50.3% | -29.8% |
| All | -36.0% | +40.4% | -76.4% | -40.7% |
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