-35.5%
PINS vs SM
+70.4%
-105.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -15.3% | +19.5% | +4.0% |
| 7D | +1.4% | -21.5% | +22.9% | +1.2% |
| 30D | +5.8% | -11.4% | +17.2% | +5.2% |
| 3M | -17.0% | +0.6% | -17.7% | -18.4% |
| 6M | +1.8% | +0.2% | +1.5% | -0.5% |
| YTD | -18.0% | +69.7% | -87.7% | -30.2% |
| 1Y | -35.5% | +71.6% | -107.1% | -46.4% |
| All | -35.5% | +70.4% | -105.9% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling