-39.2%
PINS vs SHAK
+36.4%
-75.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.5% |
| 7D | +1.0% | +4.3% | -3.3% | 0.0% |
| 30D | -12.0% | +9.0% | -21.0% | -13.7% |
| 3M | -17.9% | +1.8% | -19.7% | -18.5% |
| 6M | -1.0% | +17.3% | -18.4% | -5.5% |
| YTD | -26.0% | -7.6% | -18.4% | -27.4% |
| 1Y | -28.5% | -16.9% | -11.6% | -28.0% |
| 3Y | -39.2% | +35.1% | -74.2% | -43.0% |
| All | -39.2% | +36.4% | -75.6% | -43.0% |
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