-18.9%
PINS vs SNAP
-54.5%
+35.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -14.0% | +7.3% | -0.5% |
| 7D | -0.7% | -10.4% | +9.7% | +4.0% |
| 30D | -1.2% | -11.9% | +10.7% | +4.1% |
| 3M | -15.3% | -4.5% | -10.8% | -14.4% |
| 6M | -11.2% | -16.7% | +5.5% | -5.6% |
| YTD | -23.6% | -36.9% | +13.4% | -10.0% |
| 1Y | -23.1% | -30.3% | +7.1% | -13.8% |
| 3Y | -36.0% | -52.5% | +16.5% | -28.1% |
| 5Y | -57.2% | -90.4% | +33.2% | -15.2% |
| All | -18.9% | -54.5% | +35.6% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling