-18.9%
PINS vs STZ
-14.0%
-4.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.5% |
| 7D | -0.7% | +11.8% | -12.4% | -5.0% |
| 30D | -1.2% | +26.0% | -27.2% | -10.1% |
| 3M | -15.3% | +11.5% | -26.8% | -19.1% |
| 6M | -11.2% | -2.0% | -9.2% | -11.3% |
| YTD | -23.6% | +7.9% | -31.4% | -27.4% |
| 1Y | -23.1% | +13.9% | -37.1% | -29.0% |
| 3Y | -36.0% | -35.8% | -0.2% | -25.6% |
| 5Y | -57.2% | -28.4% | -28.8% | -53.9% |
| All | -18.9% | -14.0% | -4.8% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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