+34.3%
ARM vs PINS
-30.5%
+64.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | +19.8% | -3.4% | +23.2% | +20.0% |
| 30D | -21.8% | -14.5% | -7.2% | -21.1% |
| 3M | -26.5% | -16.5% | -10.0% | -25.7% |
| 6M | -3.9% | -7.0% | +3.1% | -3.0% |
| YTD | +82.8% | -26.1% | +108.9% | +89.8% |
| 1Y | +34.3% | -30.0% | +64.3% | +42.0% |
| All | +34.3% | -30.5% | +64.9% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling