+68.4%
SAP vs PINS
-38.3%
+106.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.6% | +1.0% | -0.4% | +0.4% |
| 30D | +6.5% | -12.0% | +18.5% | +9.1% |
| 3M | +12.2% | -17.9% | +30.1% | +16.1% |
| 6M | +46.1% | -1.0% | +47.1% | +45.5% |
| YTD | -1.6% | -26.0% | +24.4% | +2.3% |
| 1Y | -5.1% | -28.5% | +23.4% | -0.9% |
| 3Y | +68.4% | -39.2% | +107.5% | +69.8% |
| All | +68.4% | -38.3% | +106.6% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 3y: compounded portfolio wealth divided by compounded PINS 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…
3y analysis · Full analysis span regression · 6 months rolling