-34.5%
PINS vs SHAK
-3.6%
-30.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -6.5% | -2.7% | -7.9% |
| 7D | -13.9% | -7.2% | -6.7% | -12.4% |
| 30D | -25.0% | -11.8% | -13.2% | -23.0% |
| 3M | -16.6% | +17.2% | -33.8% | -20.0% |
| 6M | -7.0% | -34.1% | +27.2% | -0.5% |
| YTD | -29.4% | -22.4% | -7.0% | -27.9% |
| 1Y | -49.9% | -35.9% | -14.0% | -46.5% |
| All | -34.5% | -3.6% | -30.9% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 3y: compounded portfolio wealth divided by compounded SHAK 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…
3y analysis · Full analysis span regression · 6 months rolling