+1.2%
SO vs PINS
-47.0%
+48.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +0.9% |
| 7D | +1.0% | -5.2% | +6.2% | +0.7% |
| 30D | -3.2% | -14.9% | +11.8% | -4.1% |
| 3M | -1.7% | -8.4% | +6.7% | -2.1% |
| 6M | -7.2% | +0.6% | -7.8% | -6.7% |
| YTD | +4.6% | -22.2% | +26.8% | +5.2% |
| 1Y | +1.2% | -46.9% | +48.1% | +1.2% |
| All | +1.2% | -47.0% | +48.2% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling