+15.0%
SHW vs PINS
-63.8%
+78.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.1% |
| 7D | -1.2% | -5.2% | +4.1% | -0.6% |
| 30D | -11.6% | -14.9% | +3.3% | -10.0% |
| 3M | +9.1% | -8.4% | +17.5% | +10.0% |
| 6M | -0.7% | +0.6% | -1.3% | -1.3% |
| YTD | +1.4% | -22.2% | +23.6% | +3.4% |
| 1Y | -12.3% | -46.9% | +34.7% | -6.6% |
| 3Y | +23.4% | -26.9% | +50.3% | +22.7% |
| 5Y | +15.0% | -63.0% | +78.0% | +10.8% |
| All | +15.0% | -63.8% | +78.9% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling