-45.0%
PINS vs SARO
-21.9%
-23.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.0% | -8.2% | -8.9% |
| 7D | -13.9% | +0.6% | -14.5% | -14.0% |
| 30D | -25.0% | -14.5% | -10.5% | -21.0% |
| 3M | -16.6% | -5.3% | -11.3% | -15.8% |
| 6M | -7.0% | -15.3% | +8.3% | -2.7% |
| YTD | -29.4% | -15.6% | -13.8% | -26.4% |
| 1Y | -49.9% | -9.1% | -40.8% | -49.7% |
| All | -45.0% | -21.9% | -23.1% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling