-42.6%
PINS vs SARO
-22.5%
-20.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.9% |
| 7D | -6.6% | -3.1% | -3.5% | -5.6% |
| 30D | -16.8% | -12.2% | -4.6% | -13.2% |
| 3M | -11.4% | -7.4% | -4.0% | -9.8% |
| 6M | -1.7% | -15.3% | +13.6% | +2.7% |
| YTD | -26.4% | -16.2% | -10.2% | -23.2% |
| 1Y | -45.5% | -12.1% | -33.4% | -44.5% |
| All | -42.6% | -22.5% | -20.2% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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