-16.4%
PINS vs SAN
+261.8%
-278.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -12.0% | +1.8% | -13.8% | -12.6% |
| 30D | -12.7% | +2.0% | -14.7% | -13.3% |
| 3M | -5.5% | +19.7% | -25.2% | -11.8% |
| 6M | +5.3% | +30.6% | -25.4% | -5.5% |
| YTD | -21.2% | +28.8% | -50.1% | -29.3% |
| 1Y | -45.0% | +57.8% | -102.8% | -54.6% |
| 3Y | -26.2% | +338.1% | -364.3% | -59.6% |
| 5Y | -64.0% | +384.2% | -448.2% | -81.7% |
| All | -16.4% | +261.8% | -278.2% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling