+197.2%
STM vs PINS
-15.2%
+212.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +5.2% | -5.2% | +10.4% | +6.6% |
| 30D | -7.4% | -14.9% | +7.6% | -3.7% |
| 3M | -30.6% | -8.4% | -22.2% | -29.6% |
| 6M | +66.4% | +0.6% | +65.7% | +62.9% |
| YTD | +101.1% | -22.2% | +123.4% | +108.7% |
| 1Y | +97.4% | -46.9% | +144.3% | +125.1% |
| 3Y | +21.1% | -26.9% | +48.0% | +21.4% |
| 5Y | +22.5% | -63.0% | +85.5% | +34.5% |
| All | +197.2% | -15.2% | +212.4% | +100.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling