-63.0%
PINS vs SITM
+168.3%
-231.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.9% | -0.8% |
| 7D | -5.2% | +8.4% | -13.6% | -7.1% |
| 30D | -14.9% | -17.4% | +2.5% | -11.7% |
| 3M | -8.4% | -9.8% | +1.4% | -9.3% |
| 6M | +0.6% | +83.0% | -82.3% | -20.3% |
| YTD | -22.2% | +69.6% | -91.8% | -38.5% |
| 1Y | -46.9% | +144.9% | -191.8% | -63.2% |
| 3Y | -26.9% | +429.9% | -456.8% | -65.4% |
| 5Y | -63.0% | +169.2% | -232.2% | -80.0% |
| All | -63.0% | +168.3% | -231.2% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling