-16.4%
PINS vs SPY
+195.5%
-211.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.6% |
| 7D | -12.0% | +0.1% | -12.1% | -12.2% |
| 30D | -12.7% | +0.1% | -12.7% | -12.8% |
| 3M | -5.5% | +2.0% | -7.5% | -8.5% |
| 6M | +5.3% | +13.0% | -7.7% | -13.0% |
| YTD | -21.2% | +13.5% | -34.7% | -35.3% |
| 1Y | -45.0% | +20.0% | -65.0% | -58.6% |
| 3Y | -26.2% | +77.2% | -103.4% | -69.5% |
| 5Y | -64.0% | +81.9% | -145.8% | -85.0% |
| All | -16.4% | +195.5% | -211.9% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling