+137.1%
SO vs PINS
-20.2%
+157.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.9% |
| 7D | -1.5% | -2.1% | +0.6% | -1.4% |
| 30D | +8.1% | -6.6% | +14.7% | +8.3% |
| 3M | +0.2% | -18.7% | +18.9% | +1.0% |
| 6M | +0.4% | -10.4% | +10.8% | +0.5% |
| YTD | +8.5% | -26.8% | +35.3% | +9.5% |
| 1Y | +4.9% | -27.9% | +32.8% | +6.0% |
| 3Y | +47.9% | -38.7% | +86.6% | +48.1% |
| 5Y | +75.7% | -59.0% | +134.7% | +78.3% |
| All | +137.1% | -20.2% | +157.3% | +80.8% |
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