-29.1%
PINS vs SM
-7.7%
-21.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.4% | -1.7% |
| 7D | -12.0% | +0.1% | -12.1% | -12.1% |
| 30D | -12.7% | +26.3% | -39.0% | -16.4% |
| 3M | -5.5% | +8.7% | -14.2% | -7.6% |
| 6M | +5.3% | +51.7% | -46.4% | -5.3% |
| YTD | -21.2% | +99.0% | -120.3% | -34.0% |
| 1Y | -45.0% | +34.6% | -79.6% | -49.7% |
| All | -29.1% | -7.7% | -21.4% | -38.1% |
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