+59.2%
PINK vs SPY
+83.9%
-24.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.9% |
| 7D | -3.2% | -2.0% | -1.3% | -1.9% |
| 30D | -4.2% | -1.7% | -2.5% | -3.0% |
| 3M | +4.5% | +4.7% | -0.2% | +1.0% |
| 6M | +11.0% | +12.5% | -1.5% | +1.9% |
| YTD | +5.7% | +11.7% | -6.1% | -2.5% |
| 1Y | +25.6% | +17.5% | +8.1% | +11.8% |
| 3Y | +51.2% | +76.6% | -25.4% | -0.2% |
| All | +59.2% | +83.9% | -24.8% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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