+3.6%
SNOW vs PINS
-66.4%
+70.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.2% | +8.0% | +3.2% |
| 7D | +8.4% | -13.9% | +22.2% | +16.0% |
| 30D | -1.0% | -25.0% | +24.0% | +12.8% |
| 3M | +38.3% | -16.6% | +54.9% | +48.4% |
| 6M | +81.3% | -7.0% | +88.3% | +84.6% |
| YTD | +51.1% | -29.4% | +80.5% | +72.3% |
| 1Y | +47.0% | -49.9% | +96.9% | +94.0% |
| 3Y | +99.7% | -33.6% | +133.4% | +103.5% |
| 5Y | +3.6% | -66.8% | +70.4% | +12.3% |
| All | +3.6% | -66.4% | +70.0% | +12.3% |
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