+47.9%
SO vs PINS
-38.9%
+86.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -1.3% |
| 7D | -1.5% | -2.1% | +0.6% | -1.5% |
| 30D | +8.1% | -6.6% | +14.7% | +7.8% |
| 3M | +0.2% | -18.7% | +18.9% | -0.7% |
| 6M | +0.4% | -10.4% | +10.8% | +0.2% |
| YTD | +8.5% | -26.8% | +35.3% | +8.0% |
| 1Y | +4.9% | -27.9% | +32.8% | +4.4% |
| 3Y | +47.9% | -38.7% | +86.6% | +44.7% |
| All | +47.9% | -38.9% | +86.8% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling