-17.5%
PINS vs RIG
-34.4%
+16.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -1.1% |
| 7D | -5.2% | -2.7% | -2.5% | -5.0% |
| 30D | -14.9% | +9.5% | -24.5% | -15.8% |
| 3M | -8.4% | -6.6% | -1.8% | -8.0% |
| 6M | +0.6% | -2.9% | +3.5% | +0.1% |
| YTD | -22.2% | +39.5% | -61.7% | -26.4% |
| 1Y | -46.9% | +82.3% | -129.2% | -51.6% |
| 3Y | -26.9% | -29.6% | +2.7% | -27.9% |
| 5Y | -63.0% | +63.2% | -126.2% | -67.9% |
| All | -17.5% | -34.4% | +16.9% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling