-21.9%
PINS vs SNAP
-54.8%
+32.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.3% |
| 7D | -6.2% | -7.3% | +1.2% | -3.2% |
| 30D | -10.9% | -18.9% | +8.0% | -2.6% |
| 3M | -19.5% | -5.3% | -14.3% | -18.4% |
| 6M | -10.4% | -16.9% | +6.6% | -4.6% |
| YTD | -26.4% | -37.4% | +11.0% | -13.0% |
| 1Y | -29.6% | -38.5% | +8.8% | -16.4% |
| 3Y | -39.0% | -55.1% | +16.0% | -29.6% |
| 5Y | -59.1% | -90.8% | +31.7% | -17.5% |
| All | -21.9% | -54.8% | +32.9% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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