+11.7%
SPGI vs PINS
-58.9%
+70.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.3% |
| 7D | +0.3% | -2.1% | +2.3% | +0.6% |
| 30D | +18.4% | -6.6% | +25.0% | +19.5% |
| 3M | +15.7% | -18.7% | +34.4% | +19.1% |
| 6M | +17.3% | -10.4% | +27.7% | +18.4% |
| YTD | -4.7% | -26.8% | +22.0% | -1.4% |
| 1Y | +1.8% | -27.9% | +29.7% | +5.5% |
| 3Y | +31.7% | -38.7% | +70.4% | +34.9% |
| All | +11.7% | -58.9% | +70.7% | +15.1% |
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