+56.4%
SAP vs PINS
-64.0%
+120.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.5% |
| 7D | -2.9% | -12.0% | +9.1% | -0.7% |
| 30D | +9.0% | -12.7% | +21.7% | +11.6% |
| 3M | +14.9% | -5.5% | +20.5% | +15.8% |
| 6M | +11.9% | +5.3% | +6.6% | +10.5% |
| YTD | -9.9% | -21.2% | +11.3% | -7.1% |
| 1Y | -19.5% | -45.0% | +25.5% | -12.6% |
| 3Y | +61.8% | -26.2% | +88.0% | +61.8% |
| All | +56.4% | -64.0% | +120.4% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling