+193.0%
ARM vs PINS
-28.1%
+221.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.2% | +6.6% |
| 7D | -5.3% | -6.2% | +0.8% | -3.8% |
| 30D | -30.0% | -10.9% | -19.1% | -28.1% |
| 3M | -34.1% | -19.5% | -14.6% | -31.0% |
| 6M | -12.6% | -10.4% | -2.3% | -11.7% |
| YTD | +70.4% | -26.4% | +96.8% | +80.3% |
| 1Y | +22.3% | -29.6% | +51.9% | +31.2% |
| 3Y | +261.2% | -39.0% | +300.2% | +274.3% |
| All | +193.0% | -28.1% | +221.1% | +193.5% |
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 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