-3.2%
PINS vs SITM
+4,532.8%
-4,536.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.2% |
| 7D | -9.9% | +4.8% | -14.8% | -11.0% |
| 30D | -20.9% | -9.7% | -11.2% | -19.5% |
| 3M | -13.7% | -9.3% | -4.4% | -14.7% |
| 6M | -3.0% | +69.5% | -72.6% | -21.5% |
| YTD | -27.5% | +70.5% | -98.0% | -42.8% |
| 1Y | -46.8% | +145.3% | -192.0% | -63.0% |
| 3Y | -31.8% | +432.8% | -464.6% | -66.8% |
| 5Y | -65.4% | +174.0% | -239.4% | -81.6% |
| All | -3.2% | +4,532.8% | -4,536.0% | -74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling