+126.2%
SO vs PINS
-14.1%
+140.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.6% |
| 7D | -0.2% | -12.0% | +11.9% | +0.4% |
| 30D | -4.6% | -12.7% | +8.1% | -4.0% |
| 3M | -3.0% | -5.5% | +2.5% | -2.9% |
| 6M | -8.3% | +5.3% | -13.5% | -8.7% |
| YTD | +3.5% | -21.2% | +24.7% | +4.3% |
| 1Y | -0.9% | -45.0% | +44.1% | +1.5% |
| 3Y | +45.4% | -26.2% | +71.6% | +43.8% |
| 5Y | +59.6% | -64.0% | +123.6% | +64.8% |
| All | +126.2% | -14.1% | +140.3% | +72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling