+96.5%
STM vs PINS
-35.1%
+131.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.2% | -10.3% | -5.8% |
| 7D | -6.0% | +1.4% | -7.5% | -5.9% |
| 30D | -20.9% | +5.8% | -26.7% | -20.7% |
| 3M | -15.8% | -17.0% | +1.3% | -15.8% |
| 6M | -17.0% | +1.8% | -18.8% | -16.0% |
| YTD | +76.8% | -18.0% | +94.8% | +81.3% |
| 1Y | +96.5% | -35.5% | +132.0% | +101.7% |
| All | +96.5% | -35.1% | +131.6% | +101.7% |
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