-29.8%
PINS vs SFM
-38.0%
+8.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | -0.4% |
| 7D | -6.9% | -6.9% | 0.0% | -6.0% |
| 30D | -11.4% | -25.0% | +13.5% | -9.1% |
| 3M | -22.2% | -42.7% | +20.5% | -19.3% |
| 6M | -10.9% | -41.0% | +30.1% | -7.7% |
| YTD | -26.8% | -38.7% | +11.9% | -21.9% |
| 1Y | -29.8% | -38.1% | +8.3% | -25.7% |
| All | -29.8% | -38.0% | +8.1% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling