-13.0%
PINS vs SW
+94.9%
-107.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +3.6% |
| 7D | +1.4% | +12.1% | -10.6% | -0.3% |
| 30D | +5.8% | +6.6% | -0.8% | +4.7% |
| 3M | -17.0% | -6.0% | -11.0% | -16.4% |
| 6M | +1.8% | +21.5% | -19.7% | -1.6% |
| YTD | -18.0% | +20.3% | -38.4% | -21.3% |
| 1Y | -35.5% | +28.1% | -63.7% | -38.7% |
| 3Y | -31.4% | +51.6% | -83.0% | -36.2% |
| 5Y | -51.4% | -0.1% | -51.2% | -54.5% |
| All | -13.0% | +94.9% | -107.9% | -27.6% |
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