-18.9%
PINS vs SIMO
+337.1%
-356.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -14.4% | +7.7% | -4.1% |
| 7D | -0.7% | -31.4% | +30.7% | +5.9% |
| 30D | -1.2% | -45.2% | +44.0% | +9.1% |
| 3M | -15.3% | -36.5% | +21.2% | -10.8% |
| 6M | -11.2% | -34.2% | +23.0% | -11.1% |
| YTD | -23.6% | +69.9% | -93.5% | -44.7% |
| 1Y | -23.1% | +60.4% | -83.6% | -43.5% |
| 3Y | -36.0% | +203.1% | -239.2% | -64.1% |
| 5Y | -57.2% | +145.4% | -202.6% | -75.5% |
| All | -18.9% | +337.1% | -356.0% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling