-22.3%
PINS vs SBAC
+5.9%
-28.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.3% | -3.5% |
| 7D | -2.1% | +1.2% | -3.3% | -2.5% |
| 30D | -6.6% | +11.2% | -17.8% | -10.5% |
| 3M | -18.7% | +4.5% | -23.2% | -20.4% |
| 6M | -10.4% | -12.2% | +1.8% | -6.6% |
| YTD | -26.8% | -0.1% | -26.6% | -29.1% |
| 1Y | -27.9% | -0.3% | -27.6% | -30.2% |
| 3Y | -38.7% | -8.7% | -30.0% | -41.8% |
| 5Y | -59.0% | -40.2% | -18.8% | -50.4% |
| All | -22.3% | +5.9% | -28.2% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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