+61.8%
SYK vs PINS
-20.9%
+82.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.3% |
| 7D | -12.3% | -9.9% | -2.4% | -11.1% |
| 30D | -22.4% | -20.9% | -1.5% | -19.9% |
| 3M | -12.3% | -13.7% | +1.4% | -10.8% |
| 6M | -24.3% | -3.0% | -21.3% | -24.6% |
| YTD | -22.8% | -27.5% | +4.7% | -20.2% |
| 1Y | -28.8% | -46.8% | +18.0% | -23.5% |
| 3Y | -4.0% | -31.8% | +27.9% | -4.0% |
| 5Y | +3.8% | -65.4% | +69.2% | +9.2% |
| All | +61.8% | -20.9% | +82.7% | +16.3% |
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