-39.2%
PINS vs STLA
-77.1%
+37.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +1.0% | -13.8% | +14.8% | +4.5% |
| 30D | -12.0% | -10.5% | -1.5% | -9.9% |
| 3M | -17.9% | -28.9% | +11.0% | -11.6% |
| 6M | -1.0% | -49.7% | +48.7% | +15.1% |
| YTD | -26.0% | -64.9% | +38.9% | -7.0% |
| 1Y | -28.5% | -64.0% | +35.6% | -11.0% |
| 3Y | -39.2% | -77.4% | +38.2% | -22.7% |
| All | -39.2% | -77.1% | +37.9% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling