-38.7%
PINS vs SM
-20.0%
-18.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.0% | -5.2% | -4.3% |
| 7D | -2.1% | -25.9% | +23.8% | +2.0% |
| 30D | -6.6% | -15.1% | +8.5% | -5.1% |
| 3M | -18.7% | +4.9% | -23.6% | -20.9% |
| 6M | -10.4% | +6.1% | -16.5% | -14.2% |
| YTD | -26.8% | +63.4% | -90.2% | -37.9% |
| 1Y | -27.9% | +72.5% | -100.3% | -39.8% |
| 3Y | -38.7% | -16.9% | -21.8% | -44.4% |
| All | -38.7% | -20.0% | -18.6% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling