-69.4%
SMR vs PINS
-52.1%
-17.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.2% | +5.9% | -2.1% |
| 7D | +13.1% | -13.9% | +26.9% | +15.3% |
| 30D | +17.8% | -25.0% | +42.7% | +22.3% |
| 3M | +8.1% | -16.6% | +24.7% | +10.3% |
| 6M | -11.1% | -7.0% | -4.1% | -12.0% |
| YTD | -23.7% | -29.4% | +5.7% | -23.2% |
| 1Y | -69.4% | -49.9% | -19.5% | -66.9% |
| All | -69.4% | -52.1% | -17.3% | -66.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling