-39.0%
PINS vs SITM
+316.6%
-355.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.6% | -9.1% | -0.7% |
| 7D | -6.2% | +9.4% | -15.5% | -7.6% |
| 30D | -10.9% | -25.4% | +14.4% | -8.0% |
| 3M | -19.5% | -37.0% | +17.5% | -15.5% |
| 6M | -10.4% | -45.1% | +34.7% | -5.4% |
| YTD | -26.4% | +29.4% | -55.8% | -35.2% |
| 1Y | -29.6% | +39.8% | -69.4% | -39.4% |
| 3Y | -39.0% | +328.2% | -367.3% | -59.0% |
| All | -39.0% | +316.6% | -355.6% | -59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling