-21.2%
PINS vs SM
+101.2%
-122.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.6% | -4.1% | +0.8% |
| 7D | -9.4% | +0.3% | -9.7% | -9.4% |
| 30D | -10.2% | -17.3% | +7.1% | -8.5% |
| 3M | -19.0% | -3.6% | -15.4% | -19.3% |
| 6M | -7.4% | +2.9% | -10.3% | -9.0% |
| YTD | -25.7% | +70.2% | -95.9% | -32.1% |
| 1Y | -29.7% | +66.5% | -96.2% | -35.6% |
| 3Y | -38.1% | -8.2% | -29.9% | -40.1% |
| 5Y | -57.3% | -1.5% | -55.8% | -59.9% |
| All | -21.2% | +101.2% | -122.4% | -34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling