+229.7%
SE vs PINS
-20.2%
+249.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +1.8% |
| 7D | +2.0% | -2.1% | +4.1% | +2.8% |
| 30D | -20.0% | -6.6% | -13.4% | -18.2% |
| 3M | -31.8% | -18.7% | -13.0% | -26.7% |
| 6M | -15.9% | -10.4% | -5.5% | -13.8% |
| YTD | -40.6% | -26.8% | -13.9% | -35.8% |
| 1Y | -50.7% | -27.9% | -22.8% | -46.5% |
| 3Y | +70.3% | -38.7% | +109.0% | +79.0% |
| 5Y | -78.8% | -59.0% | -19.9% | -76.2% |
| All | +229.7% | -20.2% | +249.9% | +184.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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