-44.0%
PINS vs RBRK
+130.1%
-174.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -3.1% | -6.2% | -8.5% |
| 7D | -13.9% | +1.9% | -15.7% | -14.3% |
| 30D | -25.0% | -9.3% | -15.7% | -23.8% |
| 3M | -16.6% | +23.8% | -40.4% | -22.6% |
| 6M | -7.0% | +55.4% | -62.3% | -19.7% |
| YTD | -29.4% | +16.1% | -45.5% | -34.6% |
| 1Y | -49.9% | -9.8% | -40.1% | -51.0% |
| All | -44.0% | +130.1% | -174.1% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling