-22.3%
PINS vs STT
+199.5%
-221.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.3% |
| 7D | -2.1% | -2.5% | +0.4% | -0.7% |
| 30D | -6.6% | -5.0% | -1.7% | -4.1% |
| 3M | -18.7% | -10.5% | -8.3% | -14.1% |
| 6M | -10.4% | +10.0% | -20.4% | -15.3% |
| YTD | -26.8% | +30.7% | -57.4% | -37.2% |
| 1Y | -27.9% | +43.8% | -71.6% | -41.2% |
| 3Y | -38.7% | +168.1% | -206.8% | -64.2% |
| 5Y | -59.0% | +101.4% | -160.4% | -73.5% |
| All | -22.3% | +199.5% | -221.8% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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