-22.3%
PINS vs SPY
+188.4%
-210.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | 0.0% |
| 7D | -6.9% | -0.6% | -6.3% | -6.1% |
| 30D | -11.4% | -3.7% | -7.8% | -6.3% |
| 3M | -22.2% | -2.7% | -19.5% | -18.9% |
| 6M | -10.9% | +2.2% | -13.1% | -14.0% |
| YTD | -26.8% | +10.8% | -37.6% | -37.6% |
| 1Y | -29.8% | +11.2% | -41.1% | -40.6% |
| 3Y | -39.0% | +76.5% | -115.5% | -74.7% |
| 5Y | -58.7% | +72.9% | -131.6% | -81.5% |
| All | -22.3% | +188.4% | -210.8% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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