-49.9%
PINS vs SITM
+140.0%
-189.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.5% | -7.7% | -9.2% |
| 7D | -13.9% | +3.7% | -17.6% | -14.0% |
| 30D | -25.0% | -14.5% | -10.5% | -24.5% |
| 3M | -16.6% | -10.6% | -6.0% | -16.7% |
| 6M | -7.0% | +65.5% | -72.5% | -13.6% |
| YTD | -29.4% | +67.0% | -96.4% | -35.7% |
| 1Y | -49.9% | +138.6% | -188.5% | -58.9% |
| All | -49.9% | +140.0% | -189.9% | -58.9% |
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 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