-34.0%
PINS vs SN
+650.0%
-684.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.2% |
| 7D | -3.4% | +1.4% | -4.8% | -3.8% |
| 30D | -14.5% | +16.6% | -31.1% | -17.7% |
| 3M | -16.5% | +18.3% | -34.8% | -20.1% |
| 6M | -7.0% | +103.1% | -110.1% | -22.7% |
| YTD | -26.1% | +96.7% | -122.9% | -38.6% |
| 1Y | -30.0% | +134.3% | -164.4% | -44.5% |
| 3Y | -38.5% | +425.2% | -463.7% | -57.3% |
| All | -34.0% | +650.0% | -684.0% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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