-42.5%
PINS vs RBRK
+130.3%
-172.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -9.9% | -3.5% | -6.4% | -9.1% |
| 30D | -20.9% | -8.3% | -12.7% | -20.0% |
| 3M | -13.7% | +24.7% | -38.4% | -20.0% |
| 6M | -3.0% | +58.9% | -62.0% | -16.8% |
| YTD | -27.5% | +16.3% | -43.7% | -32.8% |
| 1Y | -46.8% | +10.1% | -56.9% | -50.5% |
| All | -42.5% | +130.3% | -172.8% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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