-63.4%
PINS vs STLD
+292.4%
-355.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -1.6% |
| 7D | -12.0% | +3.1% | -15.2% | -13.0% |
| 30D | -12.7% | -9.0% | -3.7% | -10.2% |
| 3M | -5.5% | -12.4% | +6.9% | -2.2% |
| 6M | +5.3% | +25.5% | -20.2% | -4.7% |
| YTD | -21.2% | +43.6% | -64.8% | -32.5% |
| 1Y | -45.0% | +87.2% | -132.2% | -57.7% |
| 3Y | -26.2% | +135.2% | -161.5% | -49.6% |
| All | -63.4% | +292.4% | -355.8% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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