-21.6%
PINS vs SIMO
+403.7%
-425.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.2% |
| 7D | -3.4% | +14.9% | -18.3% | -5.9% |
| 30D | -14.5% | -27.0% | +12.5% | -10.5% |
| 3M | -16.5% | -25.4% | +8.9% | -14.4% |
| 6M | -7.0% | -30.3% | +23.3% | -7.3% |
| YTD | -26.1% | +95.8% | -121.9% | -48.0% |
| 1Y | -30.0% | +100.0% | -130.0% | -51.2% |
| 3Y | -38.5% | +238.3% | -276.7% | -66.0% |
| 5Y | -58.4% | +187.6% | -246.0% | -77.0% |
| All | -21.6% | +403.7% | -425.3% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling