-16.4%
PINS vs RF
+160.6%
-177.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -12.0% | +1.3% | -13.3% | -12.6% |
| 30D | -12.7% | -3.6% | -9.1% | -11.2% |
| 3M | -5.5% | +8.1% | -13.6% | -9.2% |
| 6M | +5.3% | +11.5% | -6.2% | -0.6% |
| YTD | -21.2% | +15.6% | -36.8% | -27.1% |
| 1Y | -45.0% | +15.7% | -60.7% | -49.3% |
| 3Y | -26.2% | +86.9% | -113.1% | -46.9% |
| 5Y | -64.0% | +89.8% | -153.8% | -74.5% |
| All | -16.4% | +160.6% | -177.0% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling