It looks like pivot tables first try to format the date (the format is hard coded somewhere btw) and then sort on the formatted version, which ends up looking something like the attached image. See how all Fridays are before all Mondays!
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matiasg
1
arikfr
2
It’s a very old issue, that never been prioritized enough to be fixed 
You can follow this GitHub issue: https://github.com/getredash/redash/issues/216.
