-16.4%
PINS vs RBA
+175.2%
-191.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -12.0% | -2.9% | -9.1% | -10.7% |
| 30D | -12.7% | -12.3% | -0.4% | -6.8% |
| 3M | -5.5% | -20.5% | +15.0% | +5.3% |
| 6M | +5.3% | -18.5% | +23.8% | +15.6% |
| YTD | -21.2% | -18.2% | -3.0% | -14.2% |
| 1Y | -45.0% | -27.5% | -17.5% | -36.4% |
| 3Y | -26.2% | +38.1% | -64.3% | -41.5% |
| 5Y | -64.0% | +44.8% | -108.7% | -73.9% |
| All | -16.4% | +175.2% | -191.6% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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