-21.9%
PINS vs STLA
-50.1%
+28.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -6.2% | -6.4% | +0.2% | -3.8% |
| 30D | -10.9% | -1.3% | -9.6% | -10.8% |
| 3M | -19.5% | -19.9% | +0.4% | -13.4% |
| 6M | -10.4% | -42.9% | +32.5% | +8.8% |
| YTD | -26.4% | -59.4% | +33.0% | -0.8% |
| 1Y | -29.6% | -56.8% | +27.2% | -8.1% |
| 3Y | -39.0% | -73.1% | +34.0% | -8.6% |
| 5Y | -59.1% | -70.1% | +10.9% | -44.3% |
| All | -21.9% | -50.1% | +28.3% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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