+11.1%
SMR vs PINS
-24.3%
+35.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.3% | +16.5% | +15.5% |
| 7D | +21.4% | -5.2% | +26.6% | +22.8% |
| 30D | +13.8% | -14.9% | +28.8% | +17.9% |
| 3M | +3.9% | -8.4% | +12.3% | +5.3% |
| 6M | -4.2% | +0.6% | -4.8% | -5.5% |
| YTD | -21.1% | -22.2% | +1.1% | -18.1% |
| 1Y | -67.1% | -46.9% | -20.1% | -62.9% |
| 3Y | +88.9% | -26.9% | +115.7% | +98.7% |
| All | +11.1% | -24.3% | +35.4% | +13.8% |
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