-0.9%
PINS vs SITM
+3,535.1%
-3,536.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.3% | -4.8% | 0.0% |
| 7D | -9.4% | +17.2% | -26.6% | -13.4% |
| 30D | -10.2% | -17.1% | +6.9% | -7.5% |
| 3M | -19.0% | -29.2% | +10.1% | -14.6% |
| 6M | -7.4% | -47.6% | +40.2% | +2.1% |
| YTD | -25.7% | +33.8% | -59.5% | -39.3% |
| 1Y | -29.7% | +54.1% | -83.8% | -45.2% |
| 3Y | -38.1% | +337.6% | -375.7% | -69.2% |
| 5Y | -57.3% | +89.7% | -147.0% | -75.3% |
| All | -0.9% | +3,535.1% | -3,536.0% | -72.7% |
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