+59.8%
SO vs PINS
-64.0%
+123.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.8% |
| 7D | -0.2% | -12.0% | +11.9% | -0.3% |
| 30D | -4.6% | -12.7% | +8.1% | -4.7% |
| 3M | -3.0% | -5.5% | +2.5% | -3.1% |
| 6M | -8.3% | +5.3% | -13.5% | -8.2% |
| YTD | +3.5% | -21.2% | +24.7% | +3.7% |
| 1Y | -0.9% | -45.0% | +44.1% | -0.7% |
| 3Y | +45.4% | -26.2% | +71.6% | +44.6% |
| All | +59.8% | -64.0% | +123.8% | +58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling