-46.2%
PINS vs SM
+41.6%
-87.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.4% | -2.0% |
| 7D | -12.0% | +0.1% | -12.1% | -12.0% |
| 30D | -12.7% | +26.3% | -39.0% | -13.9% |
| 3M | -5.5% | +8.7% | -14.2% | -6.0% |
| 6M | +5.3% | +51.7% | -46.4% | -0.8% |
| YTD | -21.2% | +99.0% | -120.3% | -29.3% |
| All | -46.2% | +41.6% | -87.9% | -51.7% |
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 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