+174.6%
ARM vs PINS
-28.5%
+203.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.2% | +8.9% | +5.7% |
| 7D | -15.2% | -2.1% | -13.2% | -14.8% |
| 30D | -40.7% | -6.6% | -34.0% | -39.8% |
| 3M | -39.1% | -18.7% | -20.4% | -36.4% |
| 6M | -26.4% | -10.4% | -16.0% | -25.7% |
| YTD | +59.7% | -26.8% | +86.5% | +69.2% |
| 1Y | +10.3% | -27.9% | +38.2% | +17.3% |
| 3Y | +228.9% | -38.7% | +267.5% | +240.3% |
| All | +174.6% | -28.5% | +203.1% | +175.4% |
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