+194.2%
SPYM vs PINS
-23.0%
+217.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.2% | +8.8% | +0.9% |
| 7D | -0.4% | -13.9% | +13.5% | +1.9% |
| 30D | -1.4% | -25.0% | +23.6% | +2.9% |
| 3M | +3.7% | -16.6% | +20.3% | +6.1% |
| 6M | +13.0% | -7.0% | +20.0% | +13.2% |
| YTD | +12.5% | -29.4% | +41.9% | +16.9% |
| 1Y | +18.6% | -49.9% | +68.5% | +29.3% |
| 3Y | +78.0% | -33.6% | +111.7% | +79.7% |
| 5Y | +82.3% | -66.8% | +149.1% | +93.7% |
| All | +194.2% | -23.0% | +217.2% | +121.3% |
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