-59.1%
PINS vs STRL
+916.0%
-975.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +15.0% | -14.4% | -1.3% |
| 7D | -6.2% | -13.3% | +7.2% | -5.2% |
| 30D | -10.9% | -43.3% | +32.4% | -5.3% |
| 3M | -19.5% | -46.9% | +27.4% | -14.2% |
| 6M | -10.4% | -65.6% | +55.2% | -0.5% |
| YTD | -26.4% | -5.1% | -21.3% | -35.3% |
| 1Y | -29.6% | -23.1% | -6.6% | -35.7% |
| 3Y | -39.0% | +346.8% | -385.9% | -69.2% |
| 5Y | -59.1% | +907.2% | -966.3% | -87.8% |
| All | -59.1% | +916.0% | -975.1% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling