+192.9%
SPYM vs PINS
-19.5%
+212.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.2% |
| 7D | +3.3% | -3.4% | +6.7% | +3.8% |
| 30D | -2.6% | -14.5% | +11.9% | -0.4% |
| 3M | -1.7% | -16.5% | +14.8% | +0.6% |
| 6M | +3.1% | -7.0% | +10.1% | +3.3% |
| YTD | +12.0% | -26.1% | +38.1% | +15.3% |
| 1Y | +12.1% | -30.0% | +42.1% | +16.3% |
| 3Y | +78.5% | -38.5% | +117.0% | +82.9% |
| 5Y | +73.8% | -58.4% | +132.2% | +78.6% |
| All | +192.9% | -19.5% | +212.4% | +118.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling