-63.4%
PINS vs SIMO
+269.6%
-333.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.7% | -10.9% | -3.4% |
| 7D | -12.0% | +4.2% | -16.3% | -12.6% |
| 30D | -12.7% | +4.1% | -16.8% | -13.7% |
| 3M | -5.5% | -12.9% | +7.4% | -5.7% |
| 6M | +5.3% | +110.3% | -105.1% | -15.5% |
| YTD | -21.2% | +178.6% | -199.8% | -42.4% |
| 1Y | -45.0% | +220.0% | -265.0% | -62.0% |
| 3Y | -26.2% | +409.0% | -435.3% | -57.2% |
| All | -63.4% | +269.6% | -333.0% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling