-34.6%
PINS vs SN
+659.6%
-694.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.7% | -6.9% | -4.8% |
| 7D | -2.1% | +7.2% | -9.3% | -3.7% |
| 30D | -6.6% | +20.4% | -27.0% | -10.8% |
| 3M | -18.7% | +23.9% | -42.6% | -23.1% |
| 6M | -10.4% | +93.0% | -103.4% | -24.5% |
| YTD | -26.8% | +99.2% | -126.0% | -39.3% |
| 1Y | -27.9% | +142.6% | -170.5% | -43.3% |
| 3Y | -38.7% | +398.8% | -437.5% | -57.2% |
| All | -34.6% | +659.6% | -694.2% | -55.0% |
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