+152.0%
SHW vs PINS
-20.2%
+172.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +4.2% | -6.9% | +11.2% | +5.3% |
| 30D | +11.3% | -11.4% | +22.7% | +13.1% |
| 3M | -1.8% | -22.2% | +20.4% | +1.4% |
| 6M | +12.7% | -10.9% | +23.6% | +13.8% |
| YTD | +10.4% | -26.8% | +37.3% | +13.7% |
| 1Y | +4.7% | -29.8% | +34.6% | +8.4% |
| 3Y | +42.7% | -39.0% | +81.7% | +45.8% |
| 5Y | +14.5% | -58.7% | +73.2% | +18.1% |
| All | +152.0% | -20.2% | +172.2% | +77.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling