-18.9%
PINS vs STRL
+1,699.3%
-1,718.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -13.9% | +7.1% | -4.3% |
| 7D | -0.7% | -34.6% | +34.0% | +6.0% |
| 30D | -1.2% | -56.7% | +55.5% | +13.2% |
| 3M | -15.3% | -54.4% | +39.1% | -4.5% |
| 6M | -11.2% | -69.7% | +58.5% | +4.5% |
| YTD | -23.6% | -20.2% | -3.4% | -31.3% |
| 1Y | -23.1% | -40.6% | +17.4% | -26.3% |
| 3Y | -36.0% | +221.7% | -257.7% | -65.8% |
| 5Y | -57.2% | +799.0% | -856.2% | -84.5% |
| All | -18.9% | +1,699.3% | -1,718.2% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling