-23.0%
PINS vs SONY
+155.5%
-178.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.5% |
| 7D | -9.9% | -5.8% | -4.2% | -6.6% |
| 30D | -20.9% | -0.4% | -20.5% | -20.7% |
| 3M | -13.7% | +13.3% | -27.0% | -20.3% |
| 6M | -3.0% | +8.5% | -11.5% | -9.1% |
| YTD | -27.5% | -8.1% | -19.3% | -25.1% |
| 1Y | -46.8% | -17.9% | -28.9% | -41.2% |
| 3Y | -31.8% | +41.4% | -73.3% | -53.4% |
| 5Y | -65.4% | +9.3% | -74.7% | -70.8% |
| All | -23.0% | +155.5% | -178.5% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SONY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling