+1.5%
SMR vs PINS
-29.4%
+30.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.7% | -8.3% | -6.2% |
| 7D | +4.7% | -9.9% | +14.6% | +7.1% |
| 30D | +3.2% | -20.9% | +24.2% | +8.7% |
| 3M | +9.9% | -13.7% | +23.6% | +12.8% |
| 6M | -15.1% | -3.0% | -12.1% | -15.6% |
| YTD | -27.9% | -27.5% | -0.5% | -24.0% |
| 1Y | -70.2% | -46.8% | -23.5% | -66.6% |
| 3Y | +72.5% | -31.8% | +104.3% | +84.2% |
| All | +1.5% | -29.4% | +30.9% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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