+82.3%
SPYM vs PINS
-63.8%
+146.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | +0.6% | -5.2% | +5.8% | +1.4% |
| 30D | -0.9% | -14.9% | +14.0% | +1.3% |
| 3M | +3.9% | -8.4% | +12.3% | +4.8% |
| 6M | +14.5% | +0.6% | +13.9% | +13.5% |
| YTD | +13.0% | -22.2% | +35.2% | +15.8% |
| 1Y | +19.4% | -46.9% | +66.4% | +29.0% |
| 3Y | +78.9% | -26.9% | +105.8% | +77.6% |
| 5Y | +82.3% | -63.0% | +145.3% | +77.0% |
| All | +82.3% | -63.8% | +146.2% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling