-63.4%
PINS vs SFM
+230.0%
-293.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.0% | -2.5% |
| 7D | -12.0% | -0.1% | -12.0% | -12.0% |
| 30D | -12.7% | -4.4% | -8.3% | -12.3% |
| 3M | -5.5% | +1.5% | -7.0% | -6.0% |
| 6M | +5.3% | +6.5% | -1.2% | +3.7% |
| YTD | -21.2% | +2.2% | -23.4% | -22.0% |
| 1Y | -45.0% | -41.9% | -3.2% | -42.1% |
| 3Y | -26.2% | +106.8% | -133.0% | -31.3% |
| All | -63.4% | +230.0% | -293.4% | -68.2% |
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