-38.7%
PINS vs SAN
+235.5%
-274.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -1.9% | -3.6% |
| 7D | -2.1% | +4.9% | -7.0% | -3.3% |
| 30D | -6.6% | -13.0% | +6.3% | -3.2% |
| 3M | -18.7% | -18.9% | +0.1% | -14.2% |
| 6M | -10.4% | -4.1% | -6.2% | -10.0% |
| YTD | -26.8% | +2.6% | -29.3% | -28.4% |
| 1Y | -27.9% | +16.9% | -44.8% | -32.4% |
| 3Y | -38.7% | +239.1% | -277.7% | -56.3% |
| All | -38.7% | +235.5% | -274.2% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 3y: compounded portfolio wealth divided by compounded SAN 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…
3y analysis · Full analysis span regression · 6 months rolling