+214.0%
ARM vs PINS
-36.3%
+250.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -6.7% | -6.3% | -11.4% |
| 7D | -27.1% | -0.7% | -26.5% | -26.9% |
| 30D | -44.9% | -1.2% | -43.7% | -44.8% |
| 3M | -39.3% | -15.3% | -24.0% | -37.2% |
| 6M | -20.2% | -11.2% | -9.0% | -19.2% |
| YTD | +52.5% | -23.6% | +76.1% | +60.4% |
| 1Y | +4.1% | -23.1% | +27.2% | +9.1% |
| All | +214.0% | -36.3% | +250.2% | +197.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling