+197.2%
SPYM vs PINS
-14.1%
+211.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | 0.0% |
| 7D | +0.1% | -12.0% | +12.1% | +2.1% |
| 30D | +0.1% | -12.7% | +12.7% | +2.1% |
| 3M | +2.0% | -5.5% | +7.5% | +2.5% |
| 6M | +13.1% | +5.3% | +7.8% | +11.2% |
| YTD | +13.6% | -21.2% | +34.8% | +16.2% |
| 1Y | +20.1% | -45.0% | +65.1% | +29.1% |
| 3Y | +77.6% | -26.2% | +103.8% | +76.4% |
| 5Y | +82.5% | -64.0% | +146.5% | +91.6% |
| All | +197.2% | -14.1% | +211.3% | +120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling