-22.3%
PINS vs RGEN
+220.4%
-242.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.0% | -7.2% | -5.3% |
| 7D | -2.1% | -1.9% | -0.1% | -1.4% |
| 30D | -6.6% | +3.7% | -10.4% | -8.1% |
| 3M | -18.7% | +8.8% | -27.5% | -22.4% |
| 6M | -10.4% | +38.0% | -48.4% | -23.2% |
| YTD | -26.8% | +5.9% | -32.6% | -31.1% |
| 1Y | -27.9% | +19.7% | -47.5% | -35.6% |
| 3Y | -38.7% | +20.5% | -59.2% | -51.0% |
| 5Y | -59.0% | -35.0% | -24.0% | -59.6% |
| All | -22.3% | +220.4% | -242.7% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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