-35.5%
PINS vs SITM
+47.5%
-83.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -9.4% | +13.6% | +4.3% |
| 7D | +1.4% | -19.5% | +21.0% | +1.7% |
| 30D | +5.8% | -43.2% | +49.0% | +6.5% |
| 3M | -17.0% | -30.8% | +13.8% | -16.9% |
| 6M | +1.8% | -28.6% | +30.4% | +0.7% |
| YTD | -18.0% | +14.2% | -32.2% | -21.9% |
| 1Y | -35.5% | +44.4% | -79.9% | -40.6% |
| All | -35.5% | +47.5% | -83.0% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling