+17.5%
SPYM vs PINS
-47.9%
+65.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -0.8% |
| 7D | -2.0% | -9.9% | +8.0% | -1.4% |
| 30D | -1.6% | -20.9% | +19.3% | -0.4% |
| 3M | +4.7% | -13.7% | +18.5% | +5.5% |
| 6M | +12.6% | -3.0% | +15.6% | +12.3% |
| YTD | +11.8% | -27.5% | +39.3% | +13.1% |
| 1Y | +17.5% | -46.8% | +64.3% | +19.5% |
| All | +17.5% | -47.9% | +65.5% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling