-30.0%
PINS vs RF
+18.0%
-48.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -3.4% | +0.4% | -3.7% | -3.5% |
| 30D | -14.5% | +5.6% | -20.1% | -16.1% |
| 3M | -16.5% | -8.9% | -7.6% | -13.8% |
| 6M | -7.0% | +7.1% | -14.1% | -9.3% |
| YTD | -26.1% | +8.3% | -34.5% | -29.2% |
| 1Y | -30.0% | +16.8% | -46.8% | -36.5% |
| All | -30.0% | +18.0% | -48.1% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling