-48.1%
SMR vs PINS
-28.8%
-19.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.5% | -3.9% |
| 7D | -2.8% | -6.9% | +4.1% | -1.2% |
| 30D | -27.5% | -11.4% | -16.1% | -25.7% |
| 3M | -43.1% | -22.2% | -20.9% | -40.2% |
| 6M | -58.4% | -10.9% | -47.5% | -57.9% |
| YTD | -63.2% | -26.8% | -36.4% | -61.4% |
| 1Y | -81.6% | -29.8% | -51.8% | -80.6% |
| 3Y | +149.8% | -39.0% | +188.8% | +169.3% |
| All | -48.1% | -28.8% | -19.3% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling