-41.6%
PINS vs RBRK
+124.5%
-166.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +4.0% | +2.1% |
| 7D | -6.6% | -7.5% | +0.9% | -4.8% |
| 30D | -16.8% | -10.4% | -6.4% | -15.3% |
| 3M | -11.4% | +21.3% | -32.7% | -17.3% |
| 6M | -1.7% | +50.6% | -52.3% | -14.5% |
| YTD | -26.4% | +13.3% | -39.7% | -31.4% |
| 1Y | -45.5% | +11.2% | -56.8% | -49.5% |
| All | -41.6% | +124.5% | -166.1% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling