+78.9%
SPYM vs PINS
-28.3%
+107.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | +0.6% | -5.2% | +5.8% | +1.2% |
| 30D | -0.9% | -14.9% | +14.0% | +0.9% |
| 3M | +3.9% | -8.4% | +12.3% | +4.7% |
| 6M | +14.5% | +0.6% | +13.9% | +13.6% |
| YTD | +13.0% | -22.2% | +35.2% | +15.6% |
| 1Y | +19.4% | -46.9% | +66.4% | +28.3% |
| 3Y | +78.9% | -26.9% | +105.8% | +78.8% |
| All | +78.9% | -28.3% | +107.1% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling