-16.4%
PINS vs SW
+97.6%
-114.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.4% | -2.3% |
| 7D | -12.0% | -5.1% | -6.9% | -11.3% |
| 30D | -12.7% | -4.6% | -8.1% | -12.1% |
| 3M | -5.5% | +9.4% | -14.9% | -7.0% |
| 6M | +5.3% | +3.5% | +1.8% | +4.1% |
| YTD | -21.2% | +22.0% | -43.2% | -24.4% |
| 1Y | -45.0% | +2.2% | -47.3% | -45.9% |
| 3Y | -26.2% | +19.6% | -45.8% | -29.7% |
| 5Y | -64.0% | -2.3% | -61.6% | -66.2% |
| All | -16.4% | +97.6% | -114.0% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling