-59.3%
PINS vs SFM
+105.4%
-164.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.8% | +0.7% | -3.5% |
| 7D | -2.1% | -1.2% | -0.9% | -1.9% |
| 30D | -6.6% | -24.8% | +18.1% | -3.6% |
| 3M | -18.7% | -43.7% | +25.0% | -13.3% |
| 6M | -10.4% | -37.3% | +26.9% | -5.9% |
| YTD | -26.8% | -38.4% | +11.6% | -23.2% |
| 1Y | -27.9% | -36.9% | +9.1% | -24.6% |
| 3Y | -38.7% | +20.7% | -59.3% | -38.9% |
| All | -59.3% | +105.4% | -164.6% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling