-17.5%
PINS vs SNY
+45.4%
-62.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.2% | -0.2% |
| 7D | -5.2% | -2.7% | -2.5% | -4.1% |
| 30D | -14.9% | -0.7% | -14.3% | -14.7% |
| 3M | -8.4% | -1.6% | -6.8% | -7.9% |
| 6M | +0.6% | +2.3% | -1.6% | -0.8% |
| YTD | -22.2% | -6.0% | -16.2% | -20.7% |
| 1Y | -46.9% | -2.7% | -44.3% | -46.9% |
| 3Y | -26.9% | -7.5% | -19.4% | -28.4% |
| 5Y | -63.0% | +6.7% | -69.7% | -67.5% |
| All | -17.5% | +45.4% | -62.8% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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