+32.1%
SNOW vs PINS
-46.8%
+79.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.1% |
| 7D | +4.9% | -5.2% | +10.1% | +7.4% |
| 30D | +1.5% | -14.9% | +16.5% | +8.7% |
| 3M | +39.5% | -8.4% | +47.9% | +43.4% |
| 6M | +85.9% | +0.6% | +85.2% | +83.1% |
| YTD | +52.9% | -22.2% | +75.2% | +66.1% |
| 1Y | +48.1% | -46.9% | +95.0% | +87.7% |
| 3Y | +102.2% | -26.9% | +129.1% | +101.0% |
| 5Y | +5.5% | -63.0% | +68.5% | +20.5% |
| All | +32.1% | -46.8% | +79.0% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling