+139.0%
STM vs PINS
-20.2%
+159.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.2% | +8.6% | +5.5% |
| 7D | -10.7% | -2.1% | -8.7% | -10.3% |
| 30D | -25.7% | -6.6% | -19.1% | -24.7% |
| 3M | -21.6% | -18.7% | -2.8% | -18.2% |
| 6M | -27.8% | -10.4% | -17.4% | -27.4% |
| YTD | +61.8% | -26.8% | +88.5% | +69.0% |
| 1Y | +78.1% | -27.9% | +106.0% | +86.8% |
| 3Y | +4.9% | -38.7% | +43.6% | +10.1% |
| 5Y | -14.3% | -59.0% | +44.7% | -8.3% |
| All | +139.0% | -20.2% | +159.2% | +62.5% |
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 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