-22.3%
PINS vs SM
+93.2%
-115.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.0% | -5.2% | -4.3% |
| 7D | -2.1% | -25.9% | +23.8% | +1.2% |
| 30D | -6.6% | -15.1% | +8.5% | -5.2% |
| 3M | -18.7% | +4.9% | -23.6% | -19.9% |
| 6M | -10.4% | +6.1% | -16.5% | -12.3% |
| YTD | -26.8% | +63.4% | -90.2% | -32.7% |
| 1Y | -27.9% | +72.5% | -100.3% | -34.3% |
| 3Y | -38.7% | -16.9% | -21.8% | -40.0% |
| 5Y | -59.0% | -10.6% | -48.3% | -61.1% |
| All | -22.3% | +93.2% | -115.5% | -35.3% |
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