+63.9%
SMR vs PINS
-27.4%
+91.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | +0.3% |
| 7D | +4.4% | -12.0% | +16.4% | +9.2% |
| 30D | +3.4% | -12.7% | +16.1% | +8.2% |
| 3M | -19.2% | -5.5% | -13.7% | -18.4% |
| 6M | -22.6% | +5.3% | -27.9% | -25.9% |
| YTD | -31.5% | -21.2% | -10.3% | -27.3% |
| 1Y | -73.1% | -45.0% | -28.0% | -67.2% |
| All | +63.9% | -27.4% | +91.2% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling