-29.7%
PINS vs SITM
+50.0%
-79.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.3% | -4.8% | +1.4% |
| 7D | -9.4% | +17.2% | -26.6% | -9.4% |
| 30D | -10.2% | -17.1% | +6.9% | -9.9% |
| 3M | -19.0% | -29.2% | +10.1% | -18.7% |
| 6M | -7.4% | -47.6% | +40.2% | -6.4% |
| YTD | -25.7% | +33.8% | -59.5% | -29.0% |
| 1Y | -29.7% | +54.1% | -83.8% | -34.6% |
| All | -29.7% | +50.0% | -79.7% | -34.6% |
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