+296.4%
ARM vs PINS
-23.0%
+319.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.2% | +6.1% | +4.4% |
| 7D | +5.5% | -12.0% | +17.5% | +8.7% |
| 30D | -8.2% | -12.7% | +4.5% | -5.3% |
| 3M | -35.9% | -5.5% | -30.4% | -35.5% |
| 6M | +103.1% | +5.3% | +97.9% | +96.3% |
| YTD | +130.6% | -21.2% | +151.8% | +141.3% |
| 1Y | +86.1% | -45.0% | +131.1% | +116.3% |
| All | +296.4% | -23.0% | +319.5% | +292.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling