-1.4%
PINS vs SITM
+3,519.6%
-3,521.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | -3.4% | +32.5% | -35.9% | -10.4% |
| 30D | -14.5% | -18.8% | +4.3% | -11.5% |
| 3M | -16.5% | -30.9% | +14.3% | -11.4% |
| 6M | -7.0% | -44.5% | +37.5% | +1.0% |
| YTD | -26.1% | +33.2% | -59.4% | -39.6% |
| 1Y | -30.0% | +53.8% | -83.9% | -45.5% |
| 3Y | -38.5% | +335.7% | -374.2% | -69.3% |
| 5Y | -58.4% | +84.6% | -143.0% | -75.8% |
| All | -1.4% | +3,519.6% | -3,521.1% | -72.9% |
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