-59.3%
PINS vs STRL
+779.4%
-838.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.5% | -7.7% | -4.6% |
| 7D | -2.1% | -26.9% | +24.8% | +1.0% |
| 30D | -6.6% | -52.7% | +46.0% | +1.5% |
| 3M | -18.7% | -52.8% | +34.1% | -12.0% |
| 6M | -10.4% | -71.5% | +61.1% | +2.0% |
| YTD | -26.8% | -17.4% | -9.3% | -34.5% |
| 1Y | -27.9% | -35.0% | +7.1% | -32.5% |
| 3Y | -38.7% | +239.2% | -277.9% | -67.1% |
| All | -59.3% | +779.4% | -838.7% | -87.7% |
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 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