+15.7%
STM vs PINS
-25.8%
+41.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.0% | +2.3% |
| 7D | +5.8% | -12.0% | +17.8% | +8.5% |
| 30D | -1.0% | -12.7% | +11.7% | +1.5% |
| 3M | -33.3% | -5.5% | -27.7% | -32.8% |
| 6M | +57.4% | +5.3% | +52.1% | +52.8% |
| YTD | +102.2% | -21.2% | +123.4% | +110.8% |
| 1Y | +99.6% | -45.0% | +144.6% | +128.6% |
| All | +15.7% | -25.8% | +41.6% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling