+143.0%
SPGI vs PINS
-19.5%
+162.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -0.8% | -3.4% | +2.6% | -0.3% |
| 30D | +14.3% | -14.5% | +28.8% | +17.2% |
| 3M | +14.5% | -16.5% | +31.0% | +17.6% |
| 6M | +17.3% | -7.0% | +24.3% | +17.8% |
| YTD | -4.6% | -26.1% | +21.6% | -1.2% |
| 1Y | +0.8% | -30.0% | +30.8% | +5.2% |
| 3Y | +28.8% | -38.5% | +67.2% | +32.4% |
| 5Y | +14.0% | -58.4% | +72.4% | +18.4% |
| All | +143.0% | -19.5% | +162.5% | +68.0% |
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