-22.3%
PINS vs SM
+90.6%
-112.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | -6.9% | -19.5% | +12.6% | -4.7% |
| 30D | -11.4% | -20.2% | +8.8% | -9.4% |
| 3M | -22.2% | -6.5% | -15.7% | -22.2% |
| 6M | -10.9% | +1.6% | -12.5% | -12.4% |
| YTD | -26.8% | +61.2% | -88.1% | -32.7% |
| 1Y | -29.8% | +65.4% | -95.2% | -35.7% |
| 3Y | -39.0% | -13.0% | -26.0% | -40.6% |
| 5Y | -58.7% | -4.3% | -54.4% | -61.0% |
| All | -22.3% | +90.6% | -112.9% | -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