+2,212.0%
STX vs PINS
-15.2%
+2,227.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.3% | +7.8% | +6.7% |
| 7D | +10.7% | -5.2% | +16.0% | +11.5% |
| 30D | +11.3% | -14.9% | +26.2% | +13.5% |
| 3M | +3.2% | -8.4% | +11.6% | +3.7% |
| 6M | +157.0% | +0.6% | +156.3% | +153.9% |
| YTD | +229.2% | -22.2% | +251.4% | +235.1% |
| 1Y | +381.8% | -46.9% | +428.8% | +415.2% |
| 3Y | +1,383.2% | -26.9% | +1,410.1% | +1,373.3% |
| 5Y | +1,144.9% | -63.0% | +1,207.9% | +1,165.4% |
| All | +2,212.0% | -15.2% | +2,227.2% | +1,619.1% |
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