-3.6%
SMR vs PINS
-23.3%
+19.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | 0.0% |
| 7D | +4.4% | -12.0% | +16.4% | +7.5% |
| 30D | +3.4% | -12.7% | +16.1% | +6.5% |
| 3M | -19.2% | -5.5% | -13.7% | -18.6% |
| 6M | -22.6% | +5.3% | -27.9% | -24.5% |
| YTD | -31.5% | -21.2% | -10.3% | -29.1% |
| 1Y | -73.1% | -45.0% | -28.0% | -69.9% |
| 3Y | +55.0% | -26.2% | +81.2% | +62.7% |
| All | -3.6% | -23.3% | +19.8% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling