-22.3%
PINS vs STRL
+2,032.3%
-2,054.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -6.9% | -19.8% | +12.9% | -4.2% |
| 30D | -11.4% | -43.6% | +32.1% | -3.3% |
| 3M | -22.2% | -45.2% | +23.0% | -15.3% |
| 6M | -10.9% | -65.7% | +54.8% | +3.1% |
| YTD | -26.8% | -5.4% | -21.4% | -36.3% |
| 1Y | -29.8% | -24.7% | -5.2% | -35.9% |
| 3Y | -39.0% | +335.0% | -374.0% | -69.5% |
| 5Y | -58.7% | +915.3% | -974.0% | -85.3% |
| All | -22.3% | +2,032.3% | -2,054.6% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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