+75.7%
SPYM vs PINS
-58.3%
+134.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.1% |
| 7D | -0.9% | -9.4% | +8.5% | +0.5% |
| 30D | -2.4% | -10.2% | +7.9% | -0.9% |
| 3M | -1.1% | -19.0% | +17.9% | +1.6% |
| 6M | +3.3% | -7.4% | +10.7% | +3.6% |
| YTD | +12.4% | -25.7% | +38.1% | +15.6% |
| 1Y | +12.5% | -29.7% | +42.2% | +16.7% |
| 3Y | +79.1% | -38.1% | +117.2% | +82.7% |
| 5Y | +75.7% | -57.3% | +133.0% | +72.5% |
| All | +75.7% | -58.3% | +134.0% | +72.5% |
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 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