-21.6%
PINS vs SNAP
-53.3%
+31.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | +0.4% |
| 7D | -3.4% | +2.6% | -5.9% | -4.5% |
| 30D | -14.5% | -19.6% | +5.0% | -6.2% |
| 3M | -16.5% | +0.4% | -16.9% | -17.5% |
| 6M | -7.0% | -5.9% | -1.1% | -6.3% |
| YTD | -26.1% | -35.3% | +9.2% | -14.1% |
| 1Y | -30.0% | -42.6% | +12.6% | -14.3% |
| 3Y | -38.5% | -53.9% | +15.4% | -29.8% |
| 5Y | -58.4% | -90.3% | +31.9% | -18.2% |
| All | -21.6% | -53.3% | +31.7% | -40.1% |
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