-16.4%
PINS vs STT
+251.4%
-267.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.2% |
| 7D | -12.0% | +0.5% | -12.5% | -12.2% |
| 30D | -12.7% | +3.9% | -16.5% | -14.5% |
| 3M | -5.5% | +20.0% | -25.5% | -14.5% |
| 6M | +5.3% | +55.3% | -50.0% | -17.1% |
| YTD | -21.2% | +53.3% | -74.5% | -37.8% |
| 1Y | -45.0% | +74.7% | -119.7% | -59.5% |
| 3Y | -26.2% | +205.8% | -232.0% | -59.8% |
| 5Y | -64.0% | +145.0% | -209.0% | -78.9% |
| All | -16.4% | +251.4% | -267.8% | -49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling