-22.3%
PINS vs SFM
+127.4%
-149.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.8% | +0.7% | -3.7% |
| 7D | -2.1% | -1.2% | -0.9% | -1.9% |
| 30D | -6.6% | -24.8% | +18.1% | -4.3% |
| 3M | -18.7% | -43.7% | +25.0% | -14.5% |
| 6M | -10.4% | -37.3% | +26.9% | -6.9% |
| YTD | -26.8% | -38.4% | +11.6% | -24.0% |
| 1Y | -27.9% | -36.9% | +9.1% | -25.3% |
| 3Y | -38.7% | +20.7% | -59.3% | -38.4% |
| 5Y | -59.0% | +103.5% | -162.5% | -60.0% |
| All | -22.3% | +127.4% | -149.7% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling