-22.3%
PINS vs SIMO
+355.3%
-377.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.2% | -8.3% | -4.9% |
| 7D | -2.1% | -22.0% | +19.9% | +1.9% |
| 30D | -6.6% | -43.0% | +36.4% | +2.3% |
| 3M | -18.7% | -39.1% | +20.4% | -13.5% |
| 6M | -10.4% | -33.3% | +22.9% | -10.4% |
| YTD | -26.8% | +77.0% | -103.7% | -47.5% |
| 1Y | -27.9% | +73.0% | -100.9% | -48.0% |
| 3Y | -38.7% | +215.7% | -254.4% | -65.9% |
| 5Y | -59.0% | +155.6% | -214.6% | -76.8% |
| All | -22.3% | +355.3% | -377.6% | -71.1% |
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