-21.5%
PINS vs STRL
+2,053.1%
-2,074.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | +0.7% |
| 7D | +1.0% | +15.7% | -14.6% | -1.7% |
| 30D | -12.0% | -35.5% | +23.5% | -6.1% |
| 3M | -17.9% | -47.1% | +29.3% | -9.9% |
| 6M | -1.0% | -65.8% | +64.7% | +14.6% |
| YTD | -26.0% | -4.5% | -21.5% | -35.7% |
| 1Y | -28.5% | -10.5% | -18.0% | -37.2% |
| 3Y | -39.2% | +340.6% | -379.8% | -69.6% |
| 5Y | -58.3% | +911.0% | -969.4% | -85.2% |
| All | -21.5% | +2,053.1% | -2,074.6% | -82.5% |
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