+140.3%
SO vs PINS
-19.7%
+160.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | -1.1% | -6.2% | +5.1% | -0.8% |
| 30D | +8.6% | -10.9% | +19.5% | +9.1% |
| 3M | +1.8% | -19.5% | +21.3% | +2.6% |
| 6M | +3.6% | -10.4% | +14.0% | +3.8% |
| YTD | +9.9% | -26.4% | +36.3% | +10.9% |
| 1Y | +5.7% | -29.6% | +35.4% | +6.9% |
| 3Y | +52.5% | -39.0% | +91.5% | +52.8% |
| 5Y | +77.3% | -59.1% | +136.5% | +80.1% |
| All | +140.3% | -19.7% | +160.0% | +83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling