+140.3%
SO vs PINS
-19.4%
+159.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | +1.4% | +1.0% | +0.4% | +1.3% |
| 30D | +4.7% | -12.0% | +16.7% | +5.2% |
| 3M | +1.7% | -17.9% | +19.6% | +2.4% |
| 6M | +2.2% | -1.0% | +3.2% | +1.9% |
| YTD | +10.0% | -26.0% | +36.0% | +10.9% |
| 1Y | +6.0% | -28.5% | +34.5% | +7.1% |
| 3Y | +54.1% | -39.2% | +93.3% | +54.5% |
| 5Y | +79.6% | -58.3% | +138.0% | +82.2% |
| All | +140.3% | -19.4% | +159.7% | +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