-59.3%
PINS vs SM
-11.5%
-47.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.0% | -5.2% | -4.4% |
| 7D | -2.1% | -25.9% | +23.8% | +2.8% |
| 30D | -6.6% | -15.1% | +8.5% | -4.6% |
| 3M | -18.7% | +4.9% | -23.6% | -20.8% |
| 6M | -10.4% | +6.1% | -16.5% | -13.9% |
| YTD | -26.8% | +63.4% | -90.2% | -37.1% |
| 1Y | -27.9% | +72.5% | -100.3% | -39.0% |
| 3Y | -38.7% | -16.9% | -21.8% | -42.0% |
| All | -59.3% | -11.5% | -47.7% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling