+130.1%
SPGI vs PINS
-14.1%
+144.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.2% |
| 7D | +0.1% | -12.0% | +12.2% | +2.3% |
| 30D | +8.4% | -12.7% | +21.1% | +10.8% |
| 3M | +11.8% | -5.5% | +17.3% | +12.5% |
| 6M | +5.7% | +5.3% | +0.4% | +4.1% |
| YTD | -9.7% | -21.2% | +11.5% | -7.2% |
| 1Y | -12.5% | -45.0% | +32.6% | -5.1% |
| 3Y | +21.8% | -26.2% | +48.0% | +21.2% |
| 5Y | +8.2% | -64.0% | +72.1% | +15.1% |
| All | +130.1% | -14.1% | +144.2% | +57.9% |
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